Section: New Results

A Smooth Nonparametric Estimator of a Conditional Quantile

In [50], we propose a new smooth nonparametric estimator of conditional quantile of $Y$ for a given value of $X$ using a kernel type of estimators. A numerical study to examine the performance of our estimator as well as a theoretical asymptotic study have been conducted.

Authors: Ines Jlassi, Jérôme Saracco (Inria CQFD).