Fractional order statistic approximation for nonparametric conditional quantile inference
Year of publication: |
February 2017
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Authors: | Goldman, Matt ; Kaplan, David M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 2, p. 331-346
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Subject: | Dirichlet | High-order accuracy | Inference-optimal bandwidth | Kernel smoothing | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Wahrscheinlichkeitsrechnung | Probability theory |
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