Estimation of conditional quantile density function

@inproceedings{Xiang1995EstimationOC,
  title={Estimation of conditional quantile density function},
  author={Xiaojing Xiang},
  year={1995}
}
  • Xiaojing Xiang
  • Published 1995
  • Mathematics
  • In this article, we establish the asymptotic normality and a law of the iterated logarithm for a kernel estimator of conditional quantile density function. The optimal bandwidths are obtained with respect to weak and almost sure convergences. 

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