Optimization of the quantile function on the basis of kernel estimates

Type: Article

Publication Date: 2007-01-01

Citations: 2

DOI: https://doi.org/10.1134/s0005117907010067

Locations

  • Automation and Remote Control - View

Similar Works

Action Title Year Authors
+ Quantile Estimation 2004 C. E. Davis
Steven M. Steinberg
+ Kernel methods for estimating derivatives of conditional quantiles 2008 Young Kyung Lee
Eun Ryung Lee
+ Estimation of quantile density function based on regression quantiles 1995 Yadolah Dodge
Jana Jurečková
+ Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces 2020 Rui Li
Wenqi Lu
Zhongyi Zhu
Heng Lian
+ Quantile Regression with Gaussian Kernels 2020 Baobin Wang
Ting Hu
Hong Yin
+ A kernel-type estimator for generalized quantiles 1987 Noël Veraverbeke
+ Estimating the Quantile-Density Function 1991 Miklós Csörgő
Lajos Horváth
Paul Deheuvels
+ Penalized function-on-function linear quantile regression 2024 Ufuk Beyaztaş
Han Lin Shang
Semanur Sarıçam
+ Estimation Method for Quantile Regression 2009 Grażyna Trzpiot
+ Kernel quantile based estimation of expected shortfall 2010 Dawn Hunter
+ On the estimation of the quantile density function 1986 Michael Falk
+ Value at risk estimation by quantile regression and kernel estimator 2012 Alex YiHou Huang
+ Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach 2017 Jeffrey S. Racine
Kevin Li
+ Mean squared error properties of kernel estimates or regression quantiles 1990 M. C. Jones
Peter Hall
+ Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space 2010 Jinho Park
Jeankyung Kim
+ Quantile regression: a nonparametric approach 1988 Michel Lejeune
Pascal Sarda
+ Nonparametric estimation of quantiles 2011
+ Nonparametric Estimation of Quantiles 2023
+ Non-parametric quantile estimation through stochastic approximation. 1975 David W Robinson
+ Quantile Regression. Roger Koenker 2006 Jana Jurečková