Local polynomial quasi-likelihood regression with truncated and dependent data

DOI10.1080/02331888.2011.648638zbMATH Open1440.62137OpenAlexW1974437039MaRDI QIDQ2863068FDOQ2863068

Authors: Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang 

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.648638

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zbMATH Keywords

asymptotic normality\(\alpha\)-mixingquasi-likelihoodtruncated datalocal polynomial

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Asymptotic distribution theory in statistics (62E20)

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Cited In (10)

• Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• LOCAL POLYNOMIAL QUASI-LIKELIHOOD REGRESSION ON RANDOM FIELDS
• Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
• Local polynomial estimation of a conditional mean function with dependent truncated data
• Local linear quantile regression with truncated and dependent data
• Local M-estimation of nonparametric regression with left-truncated and dependent data
• Weighted estimation of conditional mean function with truncated, censored and dependent data
• Truncated quasi-score function in the 1-dependent and stationary case
• Quantile regression and variable selection for partially linear model with randomly truncated data

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