On nonparametric regression estimators based on regression quantiles

DOI10.1080/03610928708829374MaRDI QIDQ3802410zbMATH OpenOpenAlexFDO

Authors Paul Janssen, Noël Veraverbeke

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/03610928708829374

zbMATH Keywords

asymptotic normalityBahadur representationlinear combinations of regression quantilesremainder termstrong consistency rate

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites work

• A New Proof of the Bahadur Representation of Quantiles and an Application
• Approximation Theorems of Mathematical Statistics
• The central limit theorem for dependent random variables

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(13)

• Global nonparametric estimation of conditional quantile functions and their derivatives
• Expansion for moments of regression quantiles with applications to nonparametric testing
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• Regression quantiles in nonparametric regression
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• Bounded length confidence intervals in nonparametric regression
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• Randomized quantile regression estimation for heteroskedastic non parametric model
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• Nearly root-\(n\) approximation for regression quantile processes
• Nonparametric estimates of regression quantiles and their local Bahadur representation

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