Nonparametric prewhitening estimators for conditional quantiles

zbMATH Open1149.62023MaRDI QIDQ3534840FDOQ3534840

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

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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)

Cited In (6)

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

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