Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models

DOI10.1007/978-3-319-50986-0_8MaRDI QIDQ4609016zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger

Publication date 29 March 2018

Published in From Statistics to Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-50986-0_8

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• [article; zbMATH DE number 5604036 (Why is no real title available?)]
• [article; zbMATH DE number 3502485 (Why is no real title available?)]
• An Introduction to Random Sets
• Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies
• Density estimation via best \(L^2\)-approximation on classes of step functions.
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Nonparametric estimation of a discontinuity in regression
• Nonparametric model checks for regression
• Slowly varying functions and asymptotic relations
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
• The strong law under random censorship
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Theory of Random Sets

Cited in

(2)

• Asymptotics for threshold regression under general conditions
• Generalizing R² for deming regressions

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