On copula-based conditional quantile estimators

Remillard, B; Nasri, B; Bouezmarni, T

Nasri, B (reprint author), Inst Natl Rech Sci, Eau Terre Environm, Dept Water Sci, 490 Rue Couronne, Quebec City, PQ G1K 9A9, Canada.

STATISTICS & PROBABILITY LETTERS, 2017; 128 ( ): 14

Abstract

Recently, two different copula-based approaches have been proposed to estimate the conditional quantile function of a variable Y with respect to a vec......

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