On kernel smoothing for extremal quantile regression
نویسندگان
چکیده
منابع مشابه
On kernel smoothing for extremal quantile regression
Nonparametric regression quantiles obtained by inverting a kernel estimator of the conditional distribution of the response are long established in statistics. Attention has been, however, restricted to ordinary quantiles staying away from the tails of the conditional distribution. The purpose of this paper is to extend their asymptotic theory far enough into the tails. We focus on extremal qua...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej466