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

DOI10.1016/j.spl.2013.02.022zbMath1283.62088OpenAlexW2050557444MaRDI QIDQ386299

Wei-Min Ma, Hui-Zeng Zhang, Li-Min 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 normalitytruncated datalocal linear regression

Mathematics Subject Classification ID

Related Items (1)

Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data

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