Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach
非参数条件分位数估计:局部加权分位数核方法
Nonparametric conditional cumulative distribution function (CDF) estimation has emerged as a powerful tool having widespread potential application, which has led to a literature on estimators of conditional quantile functions that are obtained via inversion of the nonparametrically estimated conditional CDF. Other nonparametric estimators of conditional quantiles that are based on an alternative characterization of the quantile (i.e., as the function that minimizes the…