Asymptotic normality of Powell's kernel estimator

DOI10.1007/s10463-010-0310-9zbMath1440.62123OpenAlexW2097954282MaRDI QIDQ421405

Kengo Kato

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0310-9

zbMATH Keywords

asymptotic normalityquantile regressionkernel methodbandwidth selectiondensity estimationcensored quantile regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

A smooth block bootstrap for quantile regression with time series ⋮ Efficient minimum distance estimator for quantile regression fixed effects panel data ⋮ Unnamed Item ⋮ Smoothed GMM for quantile models ⋮ Extremum estimation and numerical derivatives

Uses Software

• quantreg

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression
• Adaptive estimation of error density in nonparametric regression with small sample size
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Least absolute deviations estimation for the censored regression model
• Censored regression quantiles
• Consistent nonparametric estimation of error distributions in linear model
• Residuals density estimation in nonparametric regression
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Rates of convergence for empirical processes of stationary mixing sequences
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• Estimating the density of the residuals in autoregressive models
• Consistency of error density and distribution function estimators in nonparametric regression.
• A study of nonparametric regression of error distribution in linear model based on \(L_ 1\)-norm
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic theory for estimation of error distribution in linear model
• Estimation of the density of regression errors
• Optimal nonparametric estimation of the density of regression errors with finite support
• Density estimation
• TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
• Distribution of quantiles in samples from a bivariate population
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• Regression Quantiles
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

This page was built for publication: Asymptotic normality of Powell's kernel estimator