Confidence Corridors for Multivariate Generalized Quantile Regression
نویسندگان
چکیده
منابع مشابه
Confidence Corridors for Multivariate Generalized Quantile Regression∗
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theo...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2017
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2015.1054493