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

DOI10.1007/978-3-319-50986-0_8zbMATH Open1384.62136OpenAlexW2765439735MaRDI QIDQ4609016FDOQ4609016

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

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Mathematics Subject Classification ID

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

Cites Work

• Nonparametric model checks for regression
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Theory of Random Sets
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• The strong law under random censorship
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Introduction to Random Sets
• Slowly varying functions and asymptotic relations
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
• Nonparametric estimation of a discontinuity in regression
• Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies
• Density estimation via best \(L^2\)-approximation on classes of step functions.

Cited In (2)

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

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