2016
DOI: 10.1080/03610926.2014.889923
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Local linear double and asymmetric kernel estimation of conditional quantiles

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“…The indirect approach is performed in two steps, the first one estimates the conditional CDF. Then, the τ th conditional quantile of Y given X = x is obtained via inversion of the estimated conditional CDF [23] based on:…”
Section: Forecast Strategy Stepmentioning
confidence: 99%
“…The indirect approach is performed in two steps, the first one estimates the conditional CDF. Then, the τ th conditional quantile of Y given X = x is obtained via inversion of the estimated conditional CDF [23] based on:…”
Section: Forecast Strategy Stepmentioning
confidence: 99%