✦ LIBER ✦

Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

✍ Scribed by Toshio Honda

Book ID: 111532169
Publisher: Springer Japan
Year: 2000
Tongue: English
Weight: 614 KB
Volume: 52
Category: Article
ISSN: 0020-3157
DOI: 10.1023/a:1004113201457

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consistency of a nonparametric condition

Consistency of a nonparametric conditional quantile estimator for random fields

✍ S. A. Ould Abdi; S. Dabo-Niang; A. Diop; A. Ould Abdi 📂 Article 📅 2010 🏛 Allerton Press Inc 🌐 English ⚖ 738 KB

Asymptotic Behaviour of Nonparametric Co

Asymptotic Behaviour of Nonparametric Conditional Quantile Estimates for Time Series

✍ Peide Shi 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 French ⚖ 467 KB

Asymptotic normality of nonparametric es

Asymptotic normality of nonparametric estimators under α-mixing condition

✍ Eckhard Liebscher 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 103 KB

In this paper we derive central limit theorems for three types of nonparametric estimators: kernel density estimators, Hermite series estimators and regression estimators. We assume that the sample is a part of a stationary sequence satisfying an -mixing property. The proofs are based on a central l

Nonparametric estimation of conditional

Nonparametric estimation of conditional medians for linear and related processes

✍ Toshio Honda 📂 Article 📅 2008 🏛 Springer Japan 🌐 English ⚖ 302 KB

Strong consistency and rates for recursi

Strong consistency and rates for recursive nonparametric conditional probability density estimates under (α, β)-mixing conditions

✍ Zongwu Cai 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 517 KB

Strong consistency and rates for recursi

Strong consistency and rates for recursive nonparametric conditional probability density estimates under (α, β)-mixing conditions

✍ Zongwu Cai 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 34 KB