Estimation of conditional quantiles from data with additional measurement errors

Author:

Hansmann Matthias,Kohler Michael

Funder

German Research Foundation (DFG)

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference52 articles.

1. A note on quantiles in large samples;Bahadur;Ann. Math. Statist.,1966

2. An empirical quantile function for linear models with iid errors;Bassett;J. Amer. Statist. Assoc.,1982

3. Kernel and nearest-neighbor estimation of a conditional quantile;Bhattacharya;Ann. Statist.,1990

4. Nonparametric estimation of a conditional density;Bott;Ann. Inst. Statist. Math.,2017

5. Regression quantiles for time series;Cai;Econometric Theory,2002

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