Strong Consistency of Regression Quantiles and Related Empirical Processes
نویسندگان
چکیده
منابع مشابه
Empirical Likelihood Inference on Regression Quantiles of Residual Lifetimes
We propose and investigate an estimating equation for the quantile regression model for the residual lifetimes in this paper. It is closely related to the quantile regression model of Koenker (2002). However, our approach (1) deals with a conditional quantile given that subjects survived beyond t0; (2) employs the so called inverse censoring probability weighting method to accommodate censored ...
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In a nonparametric setup involving stochastic regressors. regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 1986
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466600011488