Minimum distance regression-type estimates with rates under weak dependence
نویسندگان
چکیده
منابع مشابه
Asymptotic Theory for Nonlinear Quantile Regression under Weak Dependence
This paper studies the asymptotic properties of the nonlinear quantile regression model under general assumptions on the error process, which is allowed to be heterogeneous and mixing. We derive the consistency and asymptotic normality of regression quantiles under mild assumptions. First-order asymptotic theory is completed by a discussion of consistent covariance estimation.
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 1996
ISSN: 0020-3157,1572-9052
DOI: 10.1007/bf00054790