Estimating conditional quantiles at the root of a regression function

DOI10.1214/AOS/1176348911MaRDI QIDQ1208671zbMATH OpenOpenAlexFDO

Authors Hari Mukerjee

Publication date 16 May 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348911

zbMATH Keywords

Bahadur representationcentral limit theoremconditional distributionlaw of the iterated logarithmRobbins-Monro processsequential controlnonparametric conditional quantile estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Strong limit theorems (60F15)

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(7)

• Conditional quantile sequential estimation for stochastic codes
• scientific article; zbMATH DE number 4129849 (Why is no real title available?)
• A smoothing stochastic algorithm for quantile estimation
• Edgeworth expansions for stochastic approximation theory
• A new sequential design based on the Robbins-Monro procedure
• Asymptotic expansions of the Robbins-Monro process
• Regression estimators based on conditional quantiles

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