A Kernel Estimator of a Conditional Quantile
نویسندگان
چکیده
منابع مشابه
A Smooth Nonparametric Conditional Quantile Frontier Estimator
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Let (Xl'Z1)' (X2,Z2),· .. ,(Xn,Zn) be LLd. as (X,Z), Z taking values in Rl, and for o < p < 1, let ep(x) denote the conditional p-quantile of Z given X=x, i.e., P(Z ~ ep(x) IX=x) = p. In this paper, kernel and nearest neighbor estimators of ep(x) are proposed. As a first step in studying the asymptotics of these estimates, Bahadur type ~ representations of the sample conditional quantile functi...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1996
ISSN: 0047-259X
DOI: 10.1006/jmva.1996.0061