Median regression using nonparametric kernel estimation

DOI10.1080/10485250213907zbMath1017.62038MaRDI QIDQ4804993

Sundarraman Subramanian

Publication date: 2 September 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250213907

zbMATH Keywords

asymptotic normality; least absolute deviation; \(U\)-statistic; uniform consistency; local linearity; bandwidth sequence

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Related Items

Asymptotically efficient estimation of a survival function in the missing censoring indicator model, M-estimation of the accelerated failure time model under a convex discrepancy function, Empirical likelihood for median regression model with designed censoring variables, Empirical likelihood inference for censored median regression model via nonparametric kernel estimation, Nonparametric test for checking lack of fit of the quantite regression model under random censoring

Cites Work

• Censored regression quantiles
• A law of the logarithm for kernel density estimators
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Quantile regression with censored data using generalized \(L_1\) minimization
• A large sample study of the life table and product limit estimates under random censorship
• Approximation Theorems of Mathematical Statistics
• Regression Quantiles
• Median regression and the missing information principle