On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles

DOI10.1007/978-3-319-22476-3_4zbMath1331.62228OpenAlexW42653138MaRDI QIDQ2787230

Publication date: 25 February 2016

Published in: Functional Statistics and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00956351/file/LouhichiGirard.pdf

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Extreme value inference for quantile regression with varying coefficients ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Unnamed Item

Cites Work

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