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Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator
2011/7/19
We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases.
Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator extreme-value theory
2011/9/2
Abstract: We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we inv...
Estimating conditional quantiles with the help of the pinball loss
nonparametric regression quantile estimation support vector machines
2011/3/21
The so-called pinball loss for estimating conditional quantiles is a well-known tool in both statistics and machine learning. So far, however, only little work has been done to quantify the efficiency...