UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

DOI10.1017/S0266466611000132zbMath1234.62027arXiv1105.5038OpenAlexW2115585728MaRDI QIDQ3224039

Emmanuel Guerre, Camille Sabbah

Publication date: 29 March 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5038

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (28)

A nonparametric measure of heteroskedasticity ⋮ Variable selection in heteroscedastic single-index quantile regression ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Nonlinear dimension reduction for conditional quantiles ⋮ Estimating derivatives of function-valued parameters in a class of moment condition models ⋮ A direct approach to inference in nonparametric and semiparametric quantile models ⋮ Dimension reduction techniques for conditional expectiles ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Flexible specification testing in quantile regression models ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ Partial identification of functionals of the joint distribution of ``potential outcomes ⋮ Causal inference by quantile regression kink designs ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs ⋮ Quantile index coefficient model with variable selection ⋮ Single index quantile regression for heteroscedastic data ⋮ Central quantile subspace ⋮ Sufficient dimension reduction for conditional quantiles with alternative types of data ⋮ GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS ⋮ Quantile regression methods for first-price auctions ⋮ Conditional quantile processes based on series or many regressors ⋮ Transformed central quantile subspace ⋮ QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence ⋮ Nonparametric estimation and inference on conditional quantile processes ⋮ Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion

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