Double-kernel local linear estimator of conditional quantile under left-truncated and dependent data

MaRDI QIDQ5383521zbMATH OpenFDO

Authors Mei Yao, Lu Lin, Jiang-Feng Wang

Publication date 21 June 2019

zbMATH Keywords

asymptotic normalityconditional quantiledependent datadouble-kernel local linear estimatorleft-truncated data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Recommendations

• Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data
• Local linear quantile regression with truncated and dependent data
• Local polynomial double-smoothing estimation of a conditional distribution function with dependent and left-truncated data
• Conditional quantile estimation with truncated, censored and dependent data
• A non-parametric estimation of the conditional quantile for truncated and functional data

Cited in

(6)

• Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
• A non-parametric estimation of the conditional quantile for truncated and functional data
• Local linear quantile regression with truncated and dependent data
• Local polynomial double-smoothing estimation of a conditional distribution function with dependent and left-truncated data
• Improved double kernel local linear quantile regression
• Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data

This page was built for publication: Double-kernel local linear estimator of conditional quantile under left-truncated and dependent data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5383521)