Guerre, Emmanuel; Sabbah, Camille - School of Economics and Finance, Queen Mary - 2009
differentiability order of the conditional quantile function. Applications of the results deal with global optimal consistency rates of … density function. The latter allows to obtain a simple estimator of the conditional quantile function of the private values in … quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile …