Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Résumé
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.
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