Nonparametric prediction by conditional median and quantiles

Journal of Statistical Planning and Inference

Volumn 117, Issue 2, 2003, Pages 207-223

  Gannoun, Ali ^a   Saracco, Jérôme ^a   Yu, Keming ^b  

^a UNIV MONTPELLIER   (France)

^b UNIVERSITY OF PLYMOUTH   (United Kingdom)

Author keywords

Bandwidth selection; Conditional median; Conditional quantiles; Double kernel method; Local constant method; Time series

Indexed keywords

EID: 0042384767     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(02)00384-1     Document Type: Article

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