Design-adaptive nonparametric estimation of conditional quantile derivatives

DOI10.1080/10485252.2012.688826MaRDI QIDQ3145385zbMATH OpenOpenAlexFDO

Authors

Publication date 20 December 2012

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2012.688826

zbMATH Keywords

nonparametric regressionlocal polynomialskernel estimates

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

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• Partially Adaptive Estimation via Quantile Functions

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• A Semiparametric Maximum Likelihood Estimator
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Consistent nonparametric regression. Discussion
• Design-adaptive Nonparametric Regression
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• On an Analog of Regression Analysis
• On average derivative quantile regression
• Quantile regression methods for recursive structural equation models
• Quantile smoothing splines
• Regression Quantiles

Cited in

(5)

• Nonparametric prewhitening estimators for conditional quantiles
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• Nonparametric estimation and inference on conditional quantile processes
• Estimating derivatives of function-valued parameters in a class of moment condition models
• Local linear double and asymmetric kernel estimation of conditional quantiles

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