Asymptotic properties of kernel estimators based on local medians

From MaRDI portal
Publication:1122262

DOI10.1214/aos/1176347128zbMath0675.62031OpenAlexW1978753725MaRDI QIDQ1122262

Young K. Truong

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347128



Related Items

Adaptive quantile regression with precise risk bounds, Nonparametric regression under dependent errors with infinite variance, Efficient estimation in local parametric regression analysis, On average derivative quantile regression, Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, Nonlinear dimension reduction for conditional quantiles, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, Nonparametric inference on smoothed quantile regression process, Dimension reduction techniques for conditional expectiles, Nonparametric prediction by conditional median and quantiles, An adaptive composite quantile approach to dimension reduction, Asymptotic normality of convergent estimates of conditional quantiles, A Local Linear Least-Absolute-Deviations Estimator of Volatility, Adaptive local linear quantile regression, Global nonparametric estimation of conditional quantile functions and their derivatives, Expansion for moments of regression quantiles with applications to nonparametric testing, A convergent algorithm for quantile regression with smoothing splines, Asymptotic consistency of median regression trees, Almost sure uniform convergence rates for M-smoothers with non-monotone score functions, Two-step estimation of semiparametric censored regression models, \(M\)-cross-validation in local median estimation, On estimating conditional quantiles and distribution functions., Single index quantile regression for heteroscedastic data, SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS, Asymptotics for \(L_1\)-wavelet method for nonparametric regression, Estimation of conditional quantiles from data with additional measurement errors, Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence, On spline estimators and prediction intervals in nonparametric regression., Asymptotics of kernel estimators based on local maximum likelihood, A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median, Exactly what is being modelled by the systematic component in a heteroscedastic linear regression