Härdle, Wolfgang; Song, Song - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
quantile-smoother ln(x) is a localised, nonlinear estimator of l(x). The strong uniform consistency rate is established under …(x). The strong
uniform consistency rate is established under general conditions. In
many applications it is necessary to know … distribution in a parsimonious way.
Keywords: Quantile Regression; Consistency Rate; Confidence Band;
Check Function; Kernel …