Asymptotic properties of conditional quantile estimator for censored dependent observations

DOI10.1007/s10463-009-0230-8zbMath1432.62076MaRDI QIDQ907099

Han-Ying Liang, Jacobo de Uña-Álvarez

Publication date: 1 February 2016

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

Full work available at URL: https://doi.org/10.1007/s10463-009-0230-8

zbMATH Keywords

asymptotic normality; censored data; \(\alpha\)-mixing sequence; strong uniform convergence; conditional quantile estimator

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G30: Order statistics; empirical distribution functions

60F17: Functional limit theorems; invariance principles

Related Items

Unnamed Item, Non parametric estimation of the conditional density function with right-censored and dependent data, Randomly censored quantile regression estimation using functional stationary ergodic data, Conditional quantile estimation with truncated, censored and dependent data, Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data, Empirical likelihood for conditional quantile with left-truncated and dependent data, CLT for single functional index quantile regression under dependence structure, Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications, Conditional quantile estimation with auxiliary information for left-truncated and dependent data

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