Chaudhuri, Probal - In: Journal of Multivariate Analysis 39 (1991) 2, pp. 246-269
Let (X, Y) be a random vector such that X is d-dimensional, Y is real valued, and [theta](X) is the conditional [alpha]th quantile of Y given X, where [alpha] is a fixed number such that 0 < [alpha] < 1. Assume that [theta] is a smooth function with order of smoothness p > 0, and set r = (p - m)/(2p + d), where m is a nonnegative integer smaller than p. Let T([theta]) denote a...</[alpha]>