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A Kernel Estimator of a Conditional Quantile


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  • Xiang, Xiaojing
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    Let (X1, Y1), (X2, Y2), ..., be two-dimensional random vectors which are independent and distributed as (X, Y). For 0

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 59 (1996)
    Issue (Month): 2 (November)
    Pages: 206-216

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    Handle: RePEc:eee:jmvana:v:59:y:1996:i:2:p:206-216

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    Keywords: Conditional quantile conditional empirical process kernel estimator weak convergence law of the iterated logarithm;


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    Cited by:
    1. Han-Ying Liang & Jacobo Uña-Álvarez, 2011. "Asymptotic properties of conditional quantile estimator for censored dependent observations," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 63(2), pages 267-289, April.
    2. Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 80(2), pages 234-255, February.
    3. Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 100(3), pages 546-559, March.
    4. Han-Ying Liang & Jacobo Uña-Álvarez, 2012. "Empirical likelihood for conditional quantile with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 64(4), pages 765-790, August.
    5. Ould-SaI¨d, Elias, 2006. "A strong uniform convergence rate of kernel conditional quantile estimator under random censorship," Statistics & Probability Letters, Elsevier, Elsevier, vol. 76(6), pages 579-586, March.


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