On the cumulative quantile regression process

DOI10.3103/S1066530709030053MaRDI QIDQ2437879zbMATH OpenFDO

Authors Szeman Tse

Publication date 10 March 2014

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

Full work available at URL https://doi.org/10.3103/S1066530709030053

zbMATH Keywords

empirical processinduced order statisticslaw of the iterated logarithmLorenz curvepartial sum processquantile regression functionstrong Gaussian approximation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites work

• \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks
• A General Definition of the Lorenz Curve
• A Method of Fractile Graphical Analysis
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• Convergence theorems for empirical cumulative quantile regression functions
• Convergence theorems for empirical Lorenz curves and their inverses
• Functional limit theorems for induced order statistics
• scientific article; zbMATH DE number 932630 (Why is no real title available?)
• Lorenz curve for truncated and censored data
• Nonparametric Statistical Data Modeling
• On the rate of strong consistency of Lorenz curves
• Strassen's law of the iterated logarithm for the Lorenz curves
• Strassen's LIL for the Lorenz curve
• TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

Cited in

(10)

• On the quantile process based on the autoregressive residuals.
• Statistical foundations for assessing the difference between the classical and weighted-Gini betas
• Convergence theorems for empirical cumulative quantile regression functions
• The cumulative quantile regression function with censored and truncated covariate
• Weighted allocations, their concomitant-based estimators, and asymptotics
• Validation of positive expectation dependence
• scientific article; zbMATH DE number 932630 (Why is no real title available?)
• The cumulative quantile regression function with censored and truncated response
• Composing the cumulative quantile regression function and the Goldie concentration curve
• Estimating the VaR-induced Euler allocation rule

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