Moderate deviations for quantile regression processes

DOI10.1080/03610926.2018.1473429MaRDI QIDQ5866036zbMATH OpenOpenAlexWikidataFDO

Authors Mingzhi Mao, Wanli Guo

Publication date 10 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1473429

zbMATH Keywords

approach of argminsexponential tightnessmoderate deviationquantile regression

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Asymptotics for \(M\)-estimators defined by convex minimization
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• Asymptotics for Lasso-type estimators.
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• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Improved tests for forecast comparisons in the presence of instabilities
• Model selection in high-dimensional quantile regression with seamless L₀ penalty
• On the asymptotics of constrained \(M\)-estimation
• Quantile regression and variable selection for single-index varying-coefficient models
• Quantile regression for interval censored data
• Quantile regression.
• Quasi-maximum likelihood estimation for conditional quantiles
• Regression Quantiles
• Regression rank scores and regression quantiles

Cited in

(1)

• The asymptotic behaviors for autoregression quantile estimates

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