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Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

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  • Toshio Honda

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  • Toshio Honda, 2000. "Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 459-470, September.
    • Handle: RePEc:spr:aistmt:v:52:y:2000:i:3:p:459-470
    DOI: 10.1023/A:1004113201457
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    References listed on IDEAS

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    1. Jones, M. C. & Hall, Peter, 1990. "Mean squared error properties of kernel estimates or regression quantiles," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 283-289, September.
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