Asymptotically optimal estimators of general regression functionals

DOI10.1006/JMVA.1993.1071MaRDI QIDQ689366zbMATHOpenAlexFDO

Authors Michael Falk

Publication date 6 December 1993

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

Full work available at URL https://doi.org/10.1006/jmva.1993.1071

zbMATH Keywords

regression quantileoptimal rate of convergenceconditional quantilesconditional distribution functionPoissonizationconditional medianestimation of general regression functionalsgeneralization of the mean value functionalkernel type estimatorsPoisson process approachweak convergence of the maximum error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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