UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

DOI10.1017/S0266466611000132zbMath1234.62027arXiv1105.5038MaRDI QIDQ3224039

Emmanuel Guerre, Camille Sabbah

Publication date: 29 March 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5038

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

91B26: Auctions, bargaining, bidding and selling, and other market models

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