✦ LIBER ✦

Comparing Conditional Quantile Curves

✍ Scribed by HOLGER DETTE; JENS WAGENER; STANISLAV VOLGUSHEV

Book ID: 111008999
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 615 KB
Volume: 38
Category: Article
ISSN: 0303-6898
DOI: 10.1111/j.1467-9469.2010.00718.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convergence rates of monotone conditiona

Convergence rates of monotone conditional quantile estimators

✍ Hari Mukerjee 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 228 KB

A Kernel Estimator of a Conditional Quan

A Kernel Estimator of a Conditional Quantile

✍ Xiaojing Xiang 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 319 KB

Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be two-dimensional random vectors which are independent and distributed as (X, Y). The asymptotic normality and a law of the iterated logarithm are obtained.

Quantile and Probability Curves Without

Quantile and Probability Curves Without Crossing

✍ Victor Chernozhukov; Iván Fernández-Val; Alfred Galichon 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 678 KB

Natural α-quantiles and conditional α-qu

Natural α-quantiles and conditional α-quantiles

✍ D. Landers; L. Rogge 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 537 KB

Estimating the conditional tail index by

Estimating the conditional tail index by integrating a kernel conditional quantile estimator

✍ L. Gardes; A. Guillou; A. Schorgen 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Integrated Conditional Moment testing of

Integrated Conditional Moment testing of quantile regression models

✍ Herman J. Bierens; Donna K. Ginther 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 138 KB