Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10010246721
Persistent link: https://www.econbiz.de/10010473309
Motivated by Chaudhuri's work (1996) on unconditional geometric quantiles, we explore the asymptotic properties of sample geometric conditional quantiles, defined through kernel functions, in high dimensional spaces. We establish a Bahadur type linear representation for the geometric conditional...
Persistent link: https://www.econbiz.de/10011335200
This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of Paparoditis and Politis (2001), admitting kernels with unbounded...
Persistent link: https://www.econbiz.de/10011878210
Persistent link: https://www.econbiz.de/10011914436
Persistent link: https://www.econbiz.de/10011535343
Under the condition that the observations, which come from a high-dimensional population (X,Y), are strongly stationary and strongly-mixing, through using the local linear method, we investigate, in this paper, the strong Bahadur representation of the nonparametric M-estimator for the unknown...
Persistent link: https://www.econbiz.de/10011346492
Persistent link: https://www.econbiz.de/10012170556
Persistent link: https://www.econbiz.de/10012509124
Persistent link: https://www.econbiz.de/10012593586