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Volumn 35, Issue 1, 2006, Pages 133-147

A multivariate quantile predictor

Author keywords

Conditional quantile; Joint horizon prediction; Kernel; Multivariate; Single horizon prediction; Time series

Indexed keywords

COMPUTER SIMULATION; DATA ACQUISITION; TIME SERIES ANALYSIS;

EID: 30344433483     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920500439570     Document Type: Article
Times cited : (12)

References (14)
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  • 3
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    • Asymptotic distribution of data driven smoothers in density and regression under dependence
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    • (1995) Cana. J. Statist. , vol.23 , pp. 383-397
    • Boente, G.1    Fraiman, R.2
  • 4
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    • A note on prediction via estimation of the conditional mode function
    • Collomb, G., Hardie, W., Hassani, S. (1987). A note on prediction via estimation of the conditional mode function. J. Statist. Plann. Infer. 15:227-236.
    • (1987) J. Statist. Plann. Infer. , vol.15 , pp. 227-236
    • Collomb, G.1    Hardie, W.2    Hassani, S.3
  • 7
    • 0000044484 scopus 로고
    • The median of finite measure of Banach space
    • Dodge, Y., ed. Amsterdam: North-Holland
    • 1-norm and Related Methods. Amsterdam: North-Holland, pp. 217-230.
    • (1987) 1-norm and Related Methods , pp. 217-230
    • Kemperman, J.H.D.1
  • 10
    • 0000107573 scopus 로고
    • Descriptive statistics for multivariate distributions
    • Oja, H. (1983). Descriptive statistics for multivariate distributions. Statist. Probab. Lett. 1:327-332.
    • (1983) Statist. Probab. Lett. , vol.1 , pp. 327-332
    • Oja, H.1
  • 11
    • 0002605356 scopus 로고
    • A central limit theorem and a strong mixing condition
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  • 12
    • 0036012647 scopus 로고    scopus 로고
    • Quantile functions for multivariate analysis: Approaches and applications
    • Serfling, R. (2002). Quantile functions for multivariate analysis: approaches and applications. Statistica Neerlandica 56:214-232.
    • (2002) Statistica Neerlandica , vol.56 , pp. 214-232
    • Serfling, R.1
  • 13
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    • On almost sure convergence of conditional empirical distribution functions
    • Stute, W. (1986). On almost sure convergence of conditional empirical distribution functions. Ann. Statist. 14:891-901.
    • (1986) Ann. Statist. , vol.14 , pp. 891-901
    • Stute, W.1
  • 14
    • 0032334235 scopus 로고    scopus 로고
    • Local linear quantile regression
    • Yu, K., Jones, M. C. (1998), Local linear quantile regression. J. Amer. Statist. Assoc. 93:228-237.
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    • Yu, K.1    Jones, M.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.