On the \(u\)\,th geometric conditional quantile

DOI10.1016/j.jspi.2006.02.014zbMath1118.62051OpenAlexW3123373117MaRDI QIDQ2370472

Jan G. De Gooijer, Ye Bin Cheng

Publication date: 26 June 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.02.014

zbMATH Keywords

asymptotic normalityBahadur representationkernel functionconfidence ellipsoidsgeometric conditional quantile

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Related Items (15)

Multivariate \(\rho \)-quantiles: a spatial approach ⋮ On weighted and locally polynomial directional quantile regression ⋮ Extreme geometric quantiles in a multivariate regular variation framework ⋮ Spatial quantiles on the hypersphere ⋮ Recursive estimation of the conditional geometric median in Hilbert spaces ⋮ Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates ⋮ Nonparametric depth and quantile regression for functional data ⋮ Design-based estimation for geometric quantiles with application to outlier detection ⋮ Bahadur representation for the nonparametricM-estimator under α-mixing dependence ⋮ Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator ⋮ On multivariate quantiles under partial orders ⋮ Local bilinear multiple-output quantile/depth regression ⋮ Nonparametric estimation of the conditional tail copula ⋮ On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions ⋮ Vector-on-function quantile regression for stationary ergodic processes

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