Composing the cumulative quantile regression function and the Goldie concentration curve

DOI10.1016/J.JMVA.2010.11.010zbMATH Open1215.62045OpenAlexW2005145274MaRDI QIDQ631634FDOQ631634

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

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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)

Cites Work

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• On the cumulative quantile regression process
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• A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications
• On the rate of strong consistency of Lorenz curves
• Strassen's LIL for the Lorenz curve
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• Lorenz curve for truncated and censored data

Cited In (1)

• Concentration curve for truncated and censored data

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