Convergence theorems for empirical cumulative quantile regression functions

MaRDI QIDQ1900837zbMATH OpenFDO

Authors Lincheng Zhao, C. R. Rao

Publication date 6 February 1996

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

bivariate random variableconvergence propertiesfunction spaces \(D\) and \(C\)Lorenz concentration curveMahalanobis fractile graphmarginal distributionquantile regressionstrong consistencytest statisticsweak convergence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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• Weighted allocations, their concomitant-based estimators, and asymptotics
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• scientific article; zbMATH DE number 167282 (Why is no real title available?)
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• Validation of positive expectation dependence
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• Composing the cumulative quantile regression function and the Goldie concentration curve
• Estimating the VaR-induced Euler allocation rule

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