Asymptotic normality of convergent estimates of conditional quantiles
Publication:2716936
DOI10.1080/02331880108802728zbMath0997.62037OpenAlexW2011667907MaRDI QIDQ2716936
Ali Gannoun, Alain F. Berlinet, Eric Matzner-Løber
Publication date: 14 November 2002
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880108802728
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15)
Related Items (29)
Cites Work
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- The Invariance Principle for Stationary Processes
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