Asymptotic properties of a conditional quantile estimator with randomly truncated data
From MaRDI portal
Recommendations
- Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data
- Kernel conditional quantile estimator under left truncation for functional regressors
- Conditional quantile estimation with truncated, censored and dependent data
- Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
- A non-parametric estimation of the conditional quantile for truncated and functional data
Cites work
- A kernel estimator of a conditional quantile
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- Almost sure representations of the product-limit estimator for truncated data
- An estimator of a conditional quantile in the presence of auxiliary information
- Asymptotic Behavior of the Hazard Rate Kernel Estimator Under Truncated and Censored Data
- Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
- Estimating a distribution function with truncated data
- Estimating a distribution function with truncated data
- Estimation of regression parameters with left truncated data
- Estimation of the truncation probability in the random truncation model
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- scientific article; zbMATH DE number 3223275 (Why is no real title available?)
- Kernel and nearest-neighbor estimation of a conditional quantile
- Non-parametric estimation of conditional quantiles
- Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
- Nonparametric estimation of a conditional quantile for -mixing processes
- On average derivative quantile regression
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- Random truncation models and Markov processes
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Uniform Central Limit Theorems
- Weak and strong quantile representations for randomly truncated data with applications,
- Weak convergence and empirical processes. With applications to statistics
Cited in
(25)- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
- The cumulative quantile regression function with censored and truncated covariate
- Quantile regression and variable selection for partially linear model with randomly truncated data
- Single-index quantile regression with left truncated data
- A non-parametric estimation of the conditional quantile for truncated and functional data
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Local linear quantile regression with truncated and dependent data
- A kernel-type estimator of a quantile function under randomly truncated data
- Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions
- Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
- Kernel conditional quantile estimator under left truncation for functional regressors
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
- Asymptotic properties of quantiles for truncated and contaminated data
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile
- Conditional quantile estimation for truncated and associated data
- Convergence rate of the kernel regression estimator for associated and truncated data
- Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data
- Conditional VAR and expected shortfall: a new functional approach
- Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Truncated composite quantile regression with covariates measurement errors
- Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
- Conditional quantile estimation with truncated, censored and dependent data
This page was built for publication: Asymptotic properties of a conditional quantile estimator with randomly truncated data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1000581)
