Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002): Difference between revisions

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+Estimating a distribution function for censored time series data
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+REGRESSION QUANTILES FOR TIME SERIES
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+Nonparametric quantile estimation with correlated failure time data
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+Semiparametric regression analysis for clustered failure time data
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+On average derivative quantile regression
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+Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
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+Q4787696
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+Smoothed empirical likelihood confidence intervals for quantiles
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+Q4030228
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+Mixing: Properties and examples
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+Nonparametric prediction by conditional median and quantiles
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+The bootstrap and Edgeworth expansion
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+Methodology and Algorithms of Empirical Likelihood
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+Estimation of the truncation probability in the random truncation model
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+Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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+Strong representation of a conditional quantile function estimator with truncated and censored data.
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+Convergence of the conditional Kaplan-Meier estimate under strong mixing
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+Asymptotic properties of conditional quantile estimator for censored dependent observations
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+Local polynomial estimation of a conditional mean function with dependent truncated data
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+A smooth conditional quantile estimator and related applications of conditional empirical processes
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+A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
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+Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Set-indexed conditional empirical and quantile processes based on dependent data
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+An estimator of a conditional quantile in the presence of auxiliary information
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+Weak convergence for weighted empirical processes of dependent sequences
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+Bootstrapping quantiles in a fixed design regression model with censored data
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+Some Limit Theorems for Random Functions. I
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+Conditions for linear processes to be strong-mixing
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+Estimating a distribution function with truncated data
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+Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
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+A kernel estimator of a conditional quantile
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+Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
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+Empirical likelihood inference for the accelerated failure time model
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+Empirical likelihood analysis of the Buckley-James estimator
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+Adjusted empirical likelihood method for quantiles
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+Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
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