Nonparametric prewhitening estimators for conditional quantiles

MaRDI QIDQ3534840zbMATH OpenFDO

Authors Liangjun Su, Aman Ullah

Publication date 5 November 2008

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J18N3/J18N317/J18N317.html

zbMATH Keywords

nonparametric quantile regressionprediction intervallocal linear quantile regressionprewhitening estimatorweighted Nadaraya-Watson estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited in

(6)

• New classes of density estimates of low bias
• Function compositional adjustments of conditional quantile curves
• On semiparametric regression for count explanatory variables
• A Modified Nonparametric Prewhitened Covariance Estimator
• Density estimates of low bias
• Semiparametric multiple kernel estimators and model diagnostics for count regression functions

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