Non-crossing nonparametric estimates of quantile curves
Year of publication: |
2007
|
---|---|
Authors: | Dette, Holger ; Volgushev, Stanislav |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | Quantile estimation | conditional distribution | local linear estimate | Nadaraya Watson estimate | crossing quantile curves |
-
Methods for estimating a conditional distribution function
Hall, Peter, (1999)
-
Methods for estimating a conditional distribution function
Wolff, Rodney C, (2006)
-
Local linear estimation of residual entropy function of conditional distributions
Rajesh, G., (2015)
- More ...
-
Non-crossing nonparametric estimates of quantile curves
Dette, Holger, (2007)
-
Testing relevant hypotheses in functional time series via self-normalization
Dette, Holger, (2020)
-
Quantile Spectral Analysis for Locally Stationary Time Series
Hallin, Marc, (2014)
- More ...