Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
نویسندگان
چکیده
We consider a nonparametric regression estimator of conditional tails introduced by Goegebeur, Y., Guillou, A., Schorgen, G. (2012). Nonparametric regression estimation of conditional tails the random covariate case. It is shown that this estimator is uniformly strongly consistent on compact sets and its rate of convergence is given. AMS Subject Classi cations: 62G05, 62G20, 62G32.
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