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Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Abberger, Klaus [Author]

Variable data driven bandwidth choice in nonparametric quantile regression

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KOPS - The Institutional Repository of the University of Konstanz, 2002
Spady, Richard Henry [Author]; Stouli, Sami [Author]

Gaussian transforms modeling and the estimation of distributional regression functions

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London: Centre for Microdata Methods and Practice (cemmap), 2020
Dette, Holger [Author]; Volgushev, Stanislav [Author]

Non-crossing non-parametric estimates of quantile curves

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2008-01-01

Published in: Journal of the Royal Statistical Society / Series B, Statistical methodology
Dette, Holger [Author]; Volgushev, Stanislav [Author]

Non-crossing nonparametric estimates of quantile curves

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Eldorado - Repositorium der TU Dortmund, 2007-05-25
Dette, Holger [Author]; Volgushev, Stanislav [Author]

Non-crossing nonparametric estimates of quantile curves

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Dortmund: Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 2007
Cai, Zongwu [Author]; Liu, Xiyuan [Author]

A nonparametric dynamic network via multivariate quantile autoregressions

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Lawrence, Kansas: University of Kansas, Department of Economics, March 16, 2022

Published in: Working papers series in theoretical and applied economics ; 2022,9
Cai, Zongwu [Author]; Fang, Ying [Author]; Lin, Ming [Author]; Tang, Shengfang [Author]

Estimating partially conditional quantile treatment effects

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Lawrence, Kansas: University of Kansas, Department of Economics, January 7, 2021

Published in: Working papers series in theoretical and applied economics ; 2021,3
Guerre, Emmanuel [Author]; Sabbah, Camille [Author]

Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function

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London: Queen Mary University of London, Department of Economics, 2009
Pham, Quang Khoai [Author] ; Lorient [Contributor]; Durrieu, Gilles [Contributor]; Grama, Ion [Contributor]

Estimation non paramétrique adaptative dans la théorie des valeurs extrêmes : application en environnement ; Nonparametric adaptive estimation in the extreme value theory : application in ecology

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theses.fr, 2015-01-09
Abberger, Klaus [Author]

Variable data driven bandwidth choice in nonparametric quantile regression

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Konstanz: University of Konstanz, Center of Finance and Econometrics (CoFE), 2002
Charlier, Isabelle [Author] ; Bordeaux [Contributor]; Université libre de Bruxelles (1970-.) [Contributor]; Saracco, Jérôme [Contributor]; Paindaveine, Davy [Contributor]

Conditional quantile estimation through optimal quantization ; Estimation de quantiles conditionnels basée sur la quantification optimale

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theses.fr, 2015-12-17
Dette, Holger [Author]; Scheder, Regine [Author]

Estimation of additive quantile regression

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2011-01-01

Published in: Tokei-Suri-Kenkyusho, Tokyo: Annals of the Institute of Statistical Mathematics
Cai, Zongwu [Author]; Liu, Xiyuan [Author]; Su, Liangjun [Author]

A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network

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Lawrence, Kansas: University of Kansas, Department of Economics, [2024]

Published in: Working papers series in theoretical and applied economics ; 2024,6
Knefati, Muhammad Anas [Author] ; Poitiers [Contributor]; Beninel, Farid [Contributor]

Estimation non-paramétrique du quantile conditionnel et apprentissage semi-paramétrique : applications en assurance et actuariat ; Nonparametric estimation of conditional quantile and semi-parametric learning : applications on insurance and actuarial data

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theses.fr, 2015-11-19
Lee, Sokbae [Author]; Song, Kyungchul [Author]; Whang, Yoon-Jae [Author]

Testing for a general class of functional inequalities

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London: Centre for Microdata Methods and Practice (cemmap), 2014
Okhrin, Ostap [Author]; Ristig, Alexander [Author]; Sheen, Jeffrey R. [Author]; Trück, Stefan [Author]

Conditional systemic risk with penalized copula

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2015
Yan, Karen X. [Author]; Li, Qi [Author]

Nonparametric estimation of a conditional quantile function in a fixed effects panel data model

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Basel: MDPI, 2018
Philipps, Collin [Author]

Quasi-Maximum Likelihood Estimation for Conditional Expectiles

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[S.l.]: SSRN, 2023
Fu, Jia-Young Michael [Author]; Horowitz, Joel [Author]; Parey, Matthias [Author]

Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

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London: Centre for Microdata Methods and Practice (cemmap), 2015

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