LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES

DOI10.1017/S0266466600163017zbMATH Open0957.62053OpenAlexW2030530098MaRDI QIDQ4512684FDOQ4512684

Authors Kanchan Mukherjee

Publication date 29 March 2001

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466600163017

zbMATH Keywords

L-estimatorsrank scores

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cited in

(1)

• Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences

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