A kernel estimator of a conditional quantile

DOI10.1006/JMVA.1996.0061zbMath0864.62016OpenAlexW2043554902MaRDI QIDQ1126159

Xiaojing Xiang

Publication date: 22 June 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1996.0061

zbMATH Keywords

weak convergenceasymptotic normalityconditional quantilelaw of the iterated logarithmnew kernel estimatorconditional empirical process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02) Strong limit theorems (60F15)

Related Items (19)

ON THE ASYMPTOTIC PROPERTIES FOR A NONPARAMETRIC CONDITIONAL QUANTILE ESTIMATOR IN PRESENCE OF RIGHT-CENSORING ⋮ Empirical likelihood of conditional quantile difference with left-truncated and dependent data ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Asymptotic properties of conditional quantile estimator for censored dependent observations ⋮ A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data ⋮ Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series ⋮ Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions ⋮ Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors ⋮ Multiple smoothing parameters selection in additive regression quantiles ⋮ A strong uniform convergence rate of kernel conditional quantile estimator under random censorship ⋮ Conditional quantile estimation with auxiliary information for left-truncated and dependent data ⋮ An estimator of a conditional quantile in the presence of auxiliary information ⋮ Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality ⋮ Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence ⋮ Asymptotic properties of a conditional quantile estimator with randomly truncated data ⋮ Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence ⋮ Unnamed Item ⋮ Estimation of conditional quantile density function ⋮ Set-indexed conditional empirical and quantile processes based on dependent data

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