Asymptotic normality of Koenker-Basset estimates in nonlinear regression models

MaRDI QIDQ3411263zbMATH OpenFDO

Authors I. V. Orlovs'kyĭ, O. V. Ivanov

Publication date 8 December 2006

Full work available at URL http://www.ams.org/tpms/2006-72-00/S0094-9000-06-00662-4/home.html

zbMATH Keywords

quantile estimategeneralized least absolute deviation estimateKoenker-Basset estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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(4)

• scientific article; zbMATH DE number 3862256 (Why is no real title available?)
• On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
• Large deviation for a least squares estimator in a nonlinear regression model
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence

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