Conditional quantile estimation through optimal quantization

DOI10.1016/j.jspi.2014.08.003zbMath1310.62051arXiv1405.2781OpenAlexW2019646858MaRDI QIDQ464580

Jérôme Saracco, Isabelle Charlier, Davy Paindaveine

Publication date: 27 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2781

zbMATH Keywords

quantile regressionnonparametric regressionoptimal quantization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Conditional quantile estimation based on optimal quantization: from theory to practice ⋮ Simultaneous Semiparametric Estimation of Clustering and Regression ⋮ Nonparametric estimation of a maximum of quantiles

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