caa a22 4500 475826655 CHVBK 20180406123830.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1023/A:1004113201457 doi (NATIONALLICENCE)springer-10.1023/A:1004113201457 Honda Toshio Institute of Social Sciences, University of Tsukuba, Tsukuba, 305-8571, Ibaraki, Japan aut Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes [Elektronische Daten] [Toshio Honda] Let (X′i,Y i)′ be a set of observations form a stationary α-mixing process and Θ(x) be the conditional α-th quantile of Y given X = x. Several authors considered nonparametric estimation of Θ(x) in the i.i.d. setting. Assuming the smoothness of ΘFF(x), we estimate it by local polynomial fitting and prove the asymptotic normality and the uniform convergence. The Institute of Statistical Mathematics, 2000 Conditional quantile nationallicence local polynomial fitting nationallicence α-mixing process nationallicence exponential inequality nationallicence Bahadur representation nationallicence uniform convergence nationallicence Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/3(2000-09-01), 459-470 0020-3157 52:3<459 2000 52 10463 https://doi.org/10.1023/A:1004113201457 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004113201457 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Honda Toshio Institute of Social Sciences, University of Tsukuba, Tsukuba, 305-8571, Ibaraki, Japan aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/3(2000-09-01), 459-470 0020-3157 52:3<459 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer