Set-indexed conditional empirical and quantile processes based on dependent data

DOI10.1006/JMVA.2001.1988zbMath0992.62094OpenAlexW2037145521MaRDI QIDQ1599238

Qiwei Yao, Wolfgang Polonik

Publication date: 20 September 2002

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

Full work available at URL: http://eprints.lse.ac.uk/5878/1/Yao_Polonik_Set-indexed-conditional-empirical-and-quantile-processes-based-on-dependent-data_2002.pdf

zbMATH Keywords

strong mixingcovering numbernonlinear time serieslevel setsconditional distributionempirical process theoryNadaraya-Watson regression estimatorBahadur-Kiefer approximationgeneralized conditional quantileminimum volume predictor

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)

Related Items (14)

Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data ⋮ Nonparametric curve estimation with missing data: a general empirical process approach ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Conditional quantile estimation with truncated, censored and dependent data ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Asymptotic properties of conditional quantile estimator for censored dependent observations ⋮ Fractional order statistic approximation for nonparametric conditional quantile inference ⋮ Prediction in moving average processes ⋮ On multivariate quantiles under partial orders ⋮ Conditional quantile estimation with auxiliary information for left-truncated and dependent data ⋮ Complexity-penalized estimation of minimum volume sets for dependent data ⋮ Approximating conditional density functions using dimension reduction ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data

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