Asymptotic properties of conditional quantile estimator for censored dependent observations
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Publication:907099
DOI10.1007/s10463-009-0230-8zbMath1432.62076MaRDI QIDQ907099
Han-Ying Liang, Jacobo de Uña-Álvarez
Publication date: 1 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-009-0230-8
asymptotic normality; censored data; \(\alpha\)-mixing sequence; strong uniform convergence; conditional quantile estimator
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
Related Items
Randomly censored quantile regression estimation using functional stationary ergodic data, Conditional quantile estimation with truncated, censored and dependent data, Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data, Empirical likelihood for conditional quantile with left-truncated and dependent data, Conditional quantile estimation with auxiliary information for left-truncated and dependent data
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