Uniform asymptotic properties of a nonparametric regression estimator of conditional tails

@inproceedings{Goegebeur2013UniformAP,
  title={Uniform asymptotic properties of a nonparametric regression estimator of conditional tails},
  author={Yuri Goegebeur and Armelle Guillou and Gilles Stup er},
  year={2013}
}
We consider a nonparametric regression estimator of conditional tails introduced by Goegebeur, Y., Guillou, A., Schorgen, G. (2013). Nonparametric regression estimation of conditional tails the random covariate case. It is shown that this estimator is uniformly strongly consistent on compact sets and its rate of convergence is given. Résumé. Nous consid… CONTINUE READING