Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth

DOI10.1080/03610918.2015.1048880OpenAlexW2307049779MaRDI QIDQ5088031

Hazem I. El Shekh Ahmed, Raid B. Salha, Hossam O. El-Sayed

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1048880

zbMATH Keywords

asymptotic normalitykernel estimationquantile regressionconditional distributionweighted Nadaraya-Watson estimate

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Lognormal kernel estimator of the hazard rate function

Uses Software

• KernSmooth

Cites Work

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• Quantile smoothing in financial time series
• Local Linear Quantile Regression
• Methods for Estimating a Conditional Distribution Function
• REGRESSION QUANTILES FOR TIME SERIES

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