On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise

DOI10.1007/s11253-012-0572-xzbMath1490.62074MaRDI QIDQ1759968

I. M. Savych, Alexander V. Ivanov

Publication date: 23 November 2012

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-012-0572-x

zbMATH Keywords

asymptotic distribution; regression function; integral of indicator process; Koenker-Bassett estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J02: General nonlinear regression

Related Items

Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model

Uses Software

• longmemo

Cites Work

• On the measurability and consistency of minimum contrast estimates
• Error Analysis of Eigenvalue Techniques Based on Orthogonal Transformations
• Regression Quantiles
• Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Robust Statistics
• Regularly varying functions
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