The asymptotic behavior of monotone percentile regression estimates

DOI10.2307/3314752zbMATH Open0551.62012OpenAlexW1989780145MaRDI QIDQ3344968FDOQ3344968

Authors: F. T. Wright 

Publication date: 1984

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

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

Recommendations

• Sharp asymptotics for isotonic regression
• Convergence rates of monotone conditional quantile estimators
• Adaptivity and optimality of the monotone least-squares estimator
• Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models
• On monotonicity of regression quantile functions

zbMATH Keywords

monotone regression functionalmost sure rate of convergenceleast-absolute-deviation estimateMonotone percentile regression estimatespositive slope

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• The asymptotic behavior of monotone regression estimates
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Title not available (Why is that?)
• On the Estimation of Parameters Restricted by Inequalities
• On consistency in monotonic regression
• Asymptotic distributions of slope-of-greatest-convex-minorant estimators
• Monotone percentile regression
• Laws of the iterated logarithm for permuted random variables and regression applications
• Monotone Median Regression
• Consistency in generalized isotonic regression
• An inequality for sums of independent random variables indexed by finite dimensional filtering sets and its applications to the convergence of series

Cited In (7)

• Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
• Testing monotonicity of regression.
• On monotonicity of regression quantile functions
• Limiting distribution for monotone median regression
• Adaptivity and optimality of the monotone least-squares estimator
• Monotone least squares and isotonic quantiles
• Convergence rates of monotone conditional quantile estimators

This page was built for publication: The asymptotic behavior of monotone percentile regression estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3344968)