Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es

DOI10.1016/j.jmva.2008.06.005zbMath1154.62065MaRDI QIDQ1000576

Victoria Zinde-Walsh, John W. Galbraith, Serguei Zernov

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.005

zbMATH Keywords

quantile regression; generalized function; LAD; \(L_{1}\)-norm

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation