MEAN SQUARED ERROR PROPERTIES OF KERNEL ESTIMATES OF REGRESSION QUANTILES

被引:35
|
作者
JONES, MC [1 ]
HALL, P [1 ]
机构
[1] AUSTRALIAN NATL UNIV,DEPT STAT,CANBERRA,ACT 2601,AUSTRALIA
关键词
Conditional estimation; nonparametric regression; reference data; smoothing;
D O I
10.1016/0167-7152(90)90043-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Mean squared error properties of kernel estimates of regression quantiles, for both fixed and random design cases, are derived and discussed. © 1990.
引用
收藏
页码:283 / 289
页数:7
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