Nonparametric estimates of regression quantiles and their local Bahadur representation
From MaRDI portal
Publication:805106
DOI10.1214/aos/1176348119zbMath0728.62042OpenAlexW2044449183MaRDI QIDQ805106
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348119
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
Related Items
Adaptive quantile regression with precise risk bounds, A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM, Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables, Instrumental values, Partially linear modeling of conditional quantiles using penalized splines, A nonparametric measure of heteroskedasticity, Censored regression quantiles with endogenous regressors, Endogeneity in quantile regression models: a control function approach, Local linear quantile estimation for nonstationary time series, Inference for single-index quantile regression models with profile optimization, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, Efficient estimation in local parametric regression analysis, A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION, Efficient Estimation of an Additive Quantile Regression Model, Kernel conditional quantile estimator under left truncation for functional regressors, \(M\)-estimation, convexity and quantiles, On average derivative quantile regression, Extremal quantile regression, AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL, SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL, Nonparametric quantile regression for twice censored data, Bayesian non-parametric simultaneous quantile regression for complete and grid data, Conditional quantile estimation based on optimal quantization: from theory to practice, On weighted and locally polynomial directional quantile regression, Nonparametric inference for quantile cointegrations with stationary covariates, Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach, A note on asymptotics for quantile smoothing splines, Local linear spatial quantile regression, Backfitting and smooth backfitting for additive quantile models, Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression, Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, Counterfactual distributions of wages via quantile regression with endogeneity, A robust and efficient estimation method for single index models, Nonlinear dimension reduction for conditional quantiles, Asymptotics of nonparametric L-1 regression models with dependent data, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, Nonparametric quantile regression with heavy-tailed and strongly dependent errors, Estimation of general semi-parametric quantile regression, A direct approach to inference in nonparametric and semiparametric quantile models, Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting, Comparing time varying regression quantiles under shift invariance, Nonparametric estimation of conditional medians for linear and related processes, Asymptotic properties of conditional quantile estimator for censored dependent observations, Significance testing in quantile regression, Identification of unobserved distribution factors and preferences in the collective household model, Simultaneous quantile inference for non-stationary long-memory time series, UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH, Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series, Quantile regression in varying coefficient models., Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction, Adaptive local linear quantile regression, Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information, UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES, Global nonparametric estimation of conditional quantile functions and their derivatives, Expansion for moments of regression quantiles with applications to nonparametric testing, Fractional order statistic approximation for nonparametric conditional quantile inference, Tail dimension reduction for extreme quantile estimation, Weak convergence of sequences of first passage processes and applications, Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions, Quantile regression models with factor‐augmented predictors and information criterion, The conditional breakdown properties of least absolute value local polynomial estimators, Asymptotic representation theory for nonstandard conditional quantiles, Sliced inverse regression in reference curves estimation, Self-organizing map visualizing conditional quantile functions with multidimensional covariates, Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions, Semiparametric and nonparametric estimation of sample selection models under symmetry, Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors, Dependence and the dimensionality reduction principle, A strong uniform convergence rate of kernel conditional quantile estimator under random censorship, Fixed design regression quantiles for time series, Computation and application of robust data-driven bandwidth selection for gradient function estimation, \(M\)-cross-validation in local median estimation, Single-index quantile regression, A nonparametric approach for quantile regression, Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality, Quantile index coefficient model with variable selection, Local bilinear multiple-output quantile/depth regression, Optimal smoothing in nonparametric conditional quantile derivative function estimation, Characterization of the asymptotic distribution of semiparametric M-estimators, Set identification via quantile restrictions in short panels, Semiparametric quantile regression estimation in dynamic models with partially varying coefficients, Single index quantile regression for heteroscedastic data, EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, Central quantile subspace, Non-Crossing Non-Parametric Estimates of Quantile Curves, SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS, Estimation of conditional quantiles from data with additional measurement errors, A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables, Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression, Semiparametric quantile modelling of hierarchical data, Conditional quantile processes based on series or many regressors, Quantile splines with several covariates, Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity., Conditional quantile estimation by local logistic regression, On spline estimators and prediction intervals in nonparametric regression., Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗, Regression estimators based on conditional quantiles, Nonparametric estimation and inference on conditional quantile processes, Design-adaptive nonparametric estimation of conditional quantile derivatives, On multivariate quantile regression, Unnamed Item, Estimation in quantile regression models with jump discontinuities, A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS, Global debiased DC estimations for biased estimators via pro forma regression, Dimension reduction techniques for conditional expectiles, LOCAL PARTITIONED QUANTILE REGRESSION, A simple nonparametric conditional quantile estimator for time series with thin tails, Permutation Tests at Nonparametric Rates, No-Crossing Single-Index Quantile Regression Curve Estimation, Improved local quantile regression, NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES, Unnamed Item, Asymptotic consistency of median regression trees, Two-stage rank estimation of quantile index models, Two-step estimation of semiparametric censored regression models, On estimating conditional quantiles and distribution functions., Comparison of kernel estimators of conditional distribution function and quantile regression under censoring, The Big Data Newsvendor: Practical Insights from Machine Learning, Random gradient boosting for predicting conditional quantiles, SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS, GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS, Nonparametric Testing of an Exclusion Restriction in Quantile Regression, Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function, Quantile regression with interval data, Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
