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A Kernel Estimator of a Conditional Quantile

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  • Xiang, Xiaojing

Abstract

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

Suggested Citation

  • Xiang, Xiaojing, 1996. "A Kernel Estimator of a Conditional Quantile," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 206-216, November.
    • Handle: RePEc:eee:jmvana:v:59:y:1996:i:2:p:206-216
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    Citations

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    Cited by:

    1. Ould-SaI¨d, Elias, 2006. "A strong uniform convergence rate of kernel conditional quantile estimator under random censorship," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 579-586, March.
    2. 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;The Institute of Statistical Mathematics, vol. 63(2), pages 267-289, April.
    3. 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;The Institute of Statistical Mathematics, vol. 64(4), pages 765-790, August.
    4. Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.
    5. Lin, Zhengyan & Li, Degui, 2007. "Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1214-1230, July.
    6. Zhou, Yong & Liang, Hua, 2000. "Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 136-154, April.
    7. Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.

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