Pages that link to "Item:Q5403107"
From MaRDI portal
The following pages link to NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES (Q5403107):
Displaying 12 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Exact nonparametric conditional inference based on \(k\)-records, given inter-\(k\)-record times (Q526984) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Model-free inference for tail risk measures (Q2786682) (← links)
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES (Q4540568) (← links)
- Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
- Time-Variant Nonparametric Extreme Quantile Estimation with Application to Us Temperature Data (Q5164144) (← links)
- Better nonparametric confidence intervals via robust bias correction for quantile regression (Q6541783) (← links)
