Local linear double and asymmetric kernel estimation of conditional quantiles

DOI10.1080/03610926.2014.889923zbMath1342.62062OpenAlexW2346297050MaRDI QIDQ5739169

Abderrahim Oulidi, Muhammad Anas Knefati, Belkacem Abdous

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.889923

zbMATH Keywords

gamma kernelsquantile regressionasymmetric kernelsbeta kernelsdouble kernel condition quantile estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Beta kernel estimators for density functions
• Nonparametric estimation of conditional VaR and expected shortfall
• Non-parametric estimation of conditional quantiles
• Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
• Local linear smoothers using asymmetric kernels
• Local linear regression smoothers and their minimax efficiencies
• Design-adaptive nonparametric estimation of conditional quantile derivatives
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Regression Quantiles
• Beta-Bernstein Smoothing for Regression Curves with Compact Support
• REGRESSION QUANTILES FOR TIME SERIES
• Probability density function estimation using gamma kernels

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