The asymptotic behavior of monotone percentile regression estimates

DOI10.2307/3314752zbMath0551.62012MaRDI QIDQ3344968

F. T. Wright

Publication date: 1984

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314752

zbMATH Keywords

monotone regression function; almost sure rate of convergence; least-absolute-deviation estimate; Monotone percentile regression estimates; positive slope

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

Related Items

Convergence rates of monotone conditional quantile estimators, Testing monotonicity of regression., Monotone least squares and isotonic quantiles

Cites Work

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• Laws of the iterated logarithm for permuted random variables and regression applications
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• On the Estimation of Parameters Restricted by Inequalities
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Monotone Median Regression