Nonparametric regression M-quantiles

DOI10.1016/0167-7152(89)90044-8MaRDI QIDQ1824314zbMATH OpenOpenAlexFDO

Authors Paul Janssen, Jaromír Antoch

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90044-8

zbMATH Keywords

asymptotic normalityBahadur representationkernel type estimatorsM-smoothersnonparametric regressionregression M-quantilesstrong consistency rate

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Recommendations

• scientific article; zbMATH DE number 167282
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Cites work

• A New Proof of the Bahadur Representation of Quantiles and an Application
• Estimation Non-paramétrique de la Régression: Revue Bibliographique
• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3919561 (Why is no real title available?)
• scientific article; zbMATH DE number 3651578 (Why is no real title available?)
• Nonparametric regression: An up–to–date bibliography
• On nonparametric regression estimators based on regression quantiles

Cited in

(20)

• Asymptotic maximal deviation of M-smoothers
• Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
• On M-estimators and normal quantiles.
• Expansion for moments of regression quantiles with applications to nonparametric testing
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
• Regression quantiles in nonparametric regression
• Asymptotic properties and variance estimators of the M-quantile regression coefficients estimators
• NonparametricM-quantile regression using penalised splines
• M-quantiles
• On nonparametric regression estimators based on regression quantiles
• scientific article; zbMATH DE number 167282 (Why is no real title available?)
• Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
• Asymptotic representation theory for nonstandard conditional quantiles
• On estimating conditional quantiles and distribution functions.
• A robust approach for inference on style analysis coefficients
• A convergent algorithm for quantile regression with smoothing splines
• R-estimation in linear models: algorithms, complexity, challenges
• Quantile regression: A nonparametric approach
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Exactly what is being modelled by the systematic component in a heteroscedastic linear regression

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