Nonparametric Estimation of Conditional Quantiles

Nonextreme regression quantiles are estimated nonparametrically on the basis of local polynomial approximations to the true conditional quantile function. The consistency of the estimator is shown. The asymptotic normality is proven and the asymptotic confidence interval for the regression quantile is constructed

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Year of publication:	2005
Authors:	Kukush, Alexander ; Beirlant, Jan ; Goegebeur, Yuri
Publisher:	[S.l.] : SSRN
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (19 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2005 erstellt
Other identifiers:	10.2139/ssrn.870264 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014060491