Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data

DOI10.1016/J.SPL.2013.02.022MaRDI QIDQ386299zbMATH OpenOpenAlexFDO

Authors Weimin Ma, Huizeng Zhang, Limin Wen, Jiang-Feng Wang

Publication date 9 December 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.02.022

zbMATH Keywords

asymptotic normalitylocal linear regressiontruncated data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Censored data models (62N01)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
• Composite quantile regression and the oracle model selection theory
• Estimating a distribution function with truncated data
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Local polynomial estimation of a conditional mean function with dependent truncated data
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Single-index composite quantile regression
• Variable bandwidth and one-step local \(M\)-estimator
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Weighted composite quantile estimation and variable selection method for censored regression model

Cited in

(5)

• Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
• Asymptotic normality of composite quantile regression estimation for diffusion models
• Local linear quantile regression with truncated and dependent data
• Local polynomial quasi-likelihood regression with truncated and dependent data
• The cumulative quantile regression function with censored and truncated response

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