Mean squared error properties of kernel estimates or regression quantiles

M. C. Jones and Peter Hall

Statistics & Probability Letters, 1990, vol. 10, issue 4, 283-289

Abstract: Mean squared error properties of kernel estimates of regression quantiles, for both fixed and random design cases, are derived and discussed.

Keywords: Conditional; estimation; nonparametric; regression; reference; data; smoothing (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (13)

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