Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

Toshio Honda

Annals of the Institute of Statistical Mathematics, 2000, vol. 52, issue 3, 459-470

Keywords: Conditional quantile; local polynomial fitting; α-mixing process; exponential inequality; Bahadur representation; uniform convergence (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004113201457

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