Composing the cumulative quantile regression function and the Goldie concentration curve

DOI10.1016/J.JMVA.2010.11.010MaRDI QIDQ631634zbMATH OpenOpenAlexFDO

Authors Szeman Tse

Publication date 14 March 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.11.010

zbMATH Keywords

Lorenz curveinduced order statisticscumulative quantile regression functionstrong Gaussian approximations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited in

(1)

• Concentration curve for truncated and censored data

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