Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es

DOI10.1016/J.JMVA.2008.06.005zbMath1154.62065OpenAlexW1993793190MaRDI QIDQ1000576

John W. Galbraith, Victoria Zinde-Walsh, Serguei Zernov

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.005

zbMATH Keywords

quantile regressiongeneralized functionLAD\(L_{1}\)-norm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

GARCH Model Estimation Using Estimated Quadratic Variation

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