Sequential nonparametric fixed-width confidence intervals for conditional quantiles

DOI10.1080/07474940903482429MaRDI QIDQ5190366zbMATH OpenOpenAlexFDO

Authors

Publication date 17 March 2010

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940903482429

zbMATH Keywords

sequential fixed-width confidence intervalsconditional quantile estimatorssequential relative efficiency-deficiency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of nearest neighbor regression function estimates
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bounded length confidence intervals in nonparametric regression
• Deficiency
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Laws of iterated logarithm and related asymptotics for estimators of conditional density and mode
• Local Linear Quantile Regression
• Non-parametric estimation of conditional quantiles
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Second order approximations for sequential point and interval estimation
• Sequential Confidence Intervals Based on Rank Tests
• Sequential fixed-width confidence intervals for a nonparametric density function
• Strong uniform consistency rates for estimators of conditional functionals
• The asymptotic law of the local oscillation modulus of the empirical process

Cited in

(7)

• scientific article; zbMATH DE number 4084795 (Why is no real title available?)
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Sequential confidence intervals for variance components in one-way random models
• Sequential confidence intervals for quantiles
• THE CONVERGENCE RATE OF SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR REGULAR FUNCTIONALS
• On the convergence rate of sequential fixed-width confidence intervals for normal parameters
• scientific article; zbMATH DE number 4124834 (Why is no real title available?)

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