Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation of Extreme Conditional Quantiles
The estimation of extreme conditional quantiles is an important issue in different scientific disciplines. Up to now, the extreme value literature focused mainly on estimation procedures based on i.i.d. samples. On the other hand, quantile regression based procedures work well for estimation within the data range i.e. the estimation of nonextreme quantiles but break down when main interest is i...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2014
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474946.2014.961856