BAHADUR REPRESENTATION OF SAMPLE CONDITIONAL QUANTILES BASED ON SMOOTHED CONDITIONAL EMPIRICAL DISTRIBUTION FUNCTION
نویسندگان
چکیده
منابع مشابه
On the Bahadur Representation of Sample Quantiles for Dependent Sequences
We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for depende...
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Socio-economic variables are often measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the outcome distribution of a discrete response variable, virtually all common quantile regression methods require the distribution of the covariate to be continuous. This paper departs from this basic requirement by presenting...
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We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for depende...
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This paper investigates the bias and the Bahadur representation of a local poly-nomial estimator of the conditional quantile function and its derivatives. Thebias and Bahadur remainder term are studied uniformly with respect to thequantile level, the covariates and the smoothing parameter. The order of thelocal polynomial estimator can be higher that the differentiability or...
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ژورنال
عنوان ژورنال: Bulletin of informatics and cybernetics
سال: 1992
ISSN: 0286-522X
DOI: 10.5109/13425