Quantiles conditionnels
Sandrine Poiraud-Casanova; Christine Thomas-Agnan
Journal de la société française de statistique (1998)
- Volume: 139, Issue: 4, page 31-44
- ISSN: 1962-5197
Access Full Article
topHow to cite
topPoiraud-Casanova, Sandrine, and Thomas-Agnan, Christine. "Quantiles conditionnels." Journal de la société française de statistique 139.4 (1998): 31-44. <http://eudml.org/doc/199555>.
@article{Poiraud1998,
author = {Poiraud-Casanova, Sandrine, Thomas-Agnan, Christine},
journal = {Journal de la société française de statistique},
keywords = {Monotonicity; Regression quantile; Min-Max formula},
language = {fre},
number = {4},
pages = {31-44},
publisher = {Société de statistique de Paris},
title = {Quantiles conditionnels},
url = {http://eudml.org/doc/199555},
volume = {139},
year = {1998},
}
TY - JOUR
AU - Poiraud-Casanova, Sandrine
AU - Thomas-Agnan, Christine
TI - Quantiles conditionnels
JO - Journal de la société française de statistique
PY - 1998
PB - Société de statistique de Paris
VL - 139
IS - 4
SP - 31
EP - 44
LA - fre
KW - Monotonicity; Regression quantile; Min-Max formula
UR - http://eudml.org/doc/199555
ER -
References
top- ANTOCH J., JANSSEN P. (1989). Non parametric regression M-quantiles. Statistics & Probability Letters. 8 pp. 355-362. Zbl0682.62022MR1028994
- BERLINET A., CADRE B., GANNOUN A. (1998). Estimation non paramétrique de la médiane conditionnelle spatiale. Preprint.
- BERLINET A., GANNOU A., MATZNER-LOBER E. (1997). Asymptotic normality of the non parametric estimator of conditional median under mixing conditions. Preprint.
- BERLINET A., GANNOUN A., MATZNER-LOBER E. (1998). Propriétés asymptotiques d'estimateurs convergents des quantiles conditionnels. C. R. Arcad. Sci. Paris, t. Série 1, pp. 611-614. Zbl0918.62044
- BHATTACHARYA P.K., GANGOPADHYAY A.K. (1990). Kernel and nearest-neighbor estimation of a conditional quantile. Ann. Math. Statist. 18 (3) pp. 1400-1415. Zbl0706.62040MR1062716
- BOENTE G., FRAIMAN R. (1995). Asymptotic distribution of smoothers based on local means and local medians under dependance. Journal of Multivariate Analysis. 54 pp. 77-90. Zbl0898.62043MR1345528
- CHAUDURI P. (1991). Nonparametric estimates of regression quantiles and their local Bahadur representation. Ann. Math. Statist. 19 (2) pp. 760-777. Zbl0728.62042MR1105843
- CHENG C., PARZEN E. (1997). Unified estimators of smooth quantile and quantile density functions. Journal of Statistical and Planning Inference. 59 pp. 291-307. Zbl0900.62209MR1450503
- COLE T.J., GREEN P.J. (1992). Smoothing reference centile curves : the LMS method and penalized likelihood. Statistics in Medecine. 11 pp. 1305-1319.
- CSORGO M., HORVATH L. (1993). Weighted approximation in probability and statistics. Wiley, New-York. Zbl0770.60038MR1215046
- CSORGO M., REVEZC P. (1984). Two approaches to constructing simultaneous confidence bounds for quantiles. Prob. and Math. Statist. 4 pp. 221-236. Zbl0591.62039MR792787
- DAVIS C.E., HARRELL F.E. (1982). A new distribution-free quantile estimator. Biometrika. 69 (3) pp. 635-640. Zbl0493.62038MR695209
- DUCHARME G.R., GANNOUN A., GUERTIN M.C., JEQUIER J.C. (1995). Reference values obtained by kernel-based estimation of quantile regression. Biometrics. 51 pp. 1105- 1116. Zbl0875.62153
- FALK M. (1984). Relative deficiency of Kernel type estimators of quantiles. Ann. Math. Statist. 12 (1) pp. 261-268. Zbl0533.62040MR733512
- FAN J., HU T. C., TRUONG Y.K. (1994). Robust nonparametric function estimation. Scand. J. Statist. 21 pp. 433-446. Zbl0810.62038MR1310087
- GANNOUN A. (1991). Prédiction non paramétrique : médianogramme et méthode du noyau en estimation de la médiane conditionnelle. Statistique et Analyse des données. 16 (1) pp. 23-42.
- GOLDSTEIN H., PAN H. (1992). Percentile smoothing using piecewise polynomials with covariates. Biometrics. 48 pp. 1057- 1068. MR1212857
- HART J.D. (1991). Comment to "Choosing a kernel regression estimator". Statistical Sciences. 6 pp. 425-427. MR1146907
- HE X., SHI P. (1994). Convergence rate of B-spline estimators of non parametric conditional quantile functions. Nonparametric Statistics. 3 pp. 299-308. Zbl05143418MR1291551
- HOGG R.V. (1975). Estimates of pourcentile regression lines using salary data. Journal of the American Statistical Association. 70 pp. 56-59.
- KAIGH W.D., CHENG C. (1991). Subsampling quantile estimators and uniformity criteria. Comm. Statist A. 20 pp. 539-560. Zbl0747.62032MR1130945
- KAIGH W.D., LACHENBRUCH P.A. (1982). A generalized quantile estimator. Comm. Statist A. 11 pp. 2217-2238. Zbl0499.62034MR677013
- KOENKER R., BASSETT G. (1978). Regression quantiles. Econometrica. 46 (1). Zbl0373.62038MR474644
- KOENKER R., BASSETT G. (1982). An empirical quantile function for linear models with i.i.d. errors. Journal of the American Statistical Association. 77 pp. 407-415. Zbl0493.62047MR664682
- KOENKER R., NG P., PORTNOY S. (1994). Quantile smoothing splines. Biometrika.81 (4) pp. 673-680. Zbl0810.62040MR1326417
- LEJEUNE M.G., SARDA P. (1988). Quantile regression : a nonparametric approach. Computational Statistics & Data Analysis. 6 pp. 229-239. Zbl0726.62057MR943904
- MARTINS ROSA A.C., DELECROIX M. (1992). Ergodic processes prediction via estimation of the conditional distribution function. Pub I.S.U.P. vol XXXIX fasc 2, 95, pp. 35-56. Zbl0834.62089
- MUKERJEE H. (1993). An improved monotone conditional quantile estimator. Ann. Math. Statist. 21 (2) pp. 924-942. Zbl0789.62025MR1232526
- PADGETT W.J., LIO Y.L. (1993). A smooth nonparametric quantile estimator for IFR distributions. Nonparametric Statistics. 2 pp. 195-202. Zbl05143381MR1256382
- PARZEN E.. (1979). Nonparametric statistical data modeling (with comments). Journal of the American Statistical Association. 74 pp. 105-131. Zbl0407.62001MR529528
- POIRAUD-CASANOVA S., THOMAS-AGNAN C. (1998). Monotone nonparametric regression quantiles. Cahier technique n° 97.09.452. GREMAQ, 21 Allées de Brienne 31000 Toulouse, France. Zbl1048.62037
- SAMANTA M. (1989). Nonparametric estimation of conditional quantiles. Statistic and probability letters. 7 (5) pp. 407-412. Zbl0678.62049MR1001144
- SCHUMAKER L.L. (1981). Spline functions. Wiley. Zbl0449.41004MR606200
- SHEATHER S.J., MARRON J.S. (1990). Kernel quantile estimators. Journal of the American Statistical Association. 85 pp. 410-416. Zbl0705.62042MR1141741
- SONESSON S.E., FOURON J.C., DOBLIK S.P., TAWILE C., LESSARD M., SKOLL A., GUERTIN M.C., DUCHARME G.R. (1993). Reference values for Doppler velocimetric indices from the fetal and placental ends of the umbilical artery during normal pregnancy. Journal of Clinical Ultrasound. 21 pp. 317-324.
- STONE C.J. (1977). Consistent nonparametric regression. Ann. Math. Statist. 5(4) pp.595-645. Zbl0366.62051MR443204
- STUTE W. (1986). Conditional empirical processes. Ann. Math. Statist. 14(2) pp. 638-647. Zbl0594.62038MR840519
- TRUONG Y.K. (1989). Asymptotic properties of kernel estimators based on local medians. Ann. Math. Statist. 17(2) pp. 606-617. Zbl0675.62031MR994253
- TSYBAKOV A.B. (1986). Robust reconstruction of functions by the local-approximation method. Problems of Information Transmission. 22 pp. 133-146. Zbl0622.62047MR855002
- YAMATO H. (1973). Uniform convergence of an estimation of a distribution function. Bull. Math. Statist. 15 pp. 69-70. Zbl0277.62032MR329113
- YANG S.S. (1985). A smooth nonparametric estimator of a quantile function. Journal of the American Statistical Association. 80 (392), Theory and Methods, pp. 1004-1011. Zbl0593.62037MR819607
- YU K., JONES M.C. (1998). Local linear quantile regression. Journal of the American Statistical Association. 93 (441) pp. 228-237. Zbl0906.62038MR1614628
- ZELTERMAN D. (1990). Smooth nonparametric estimation of the quantile function. Journal of Statistical and Plannig Inference. 26 pp. 339-352. Zbl0734.62039MR1086105
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.