Convergence rates of monotone conditional quantile estimators

DOI10.1016/0167-7152(92)90177-7MaRDI QIDQ1202302zbMATH OpenOpenAlexFDO

Authors Hari Mukerjee

Publication date 22 February 1993

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

Full work available at URL https://doi.org/10.1016/0167-7152(92)90177-7

zbMATH Keywords

a.s. convergence ratebivariate populationmonotone conditional quantilenon-degenerate limit distribution

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• An improved monotone conditional quantile estimator
• Kernel and nearest-neighbor estimation of a conditional quantile
• The asymptotic behavior of monotone percentile regression estimates
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• On monotonicity of regression quantile functions

Cites work

• Monotone Median Regression
• Monotone percentile regression
• On Estimating Monotone Parameters
• Probability Inequalities for Sums of Bounded Random Variables
• The asymptotic behavior of monotone percentile regression estimates

Cited in

(3)

• Monotone least squares and isotonic quantiles
• The asymptotic behavior of monotone percentile regression estimates
• An improved monotone conditional quantile estimator

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