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Local linear quantile regression with truncated and dependent data
Wang, Jiang-Feng; Ma, Wei-Min; Fan, Guo-Liang; Wen, Li-Min - In: Statistics & Probability Letters 96 (2015) C, pp. 232-240
In this paper, we construct a nonparametric regression quantile estimator by using the local linear fitting for left-truncated data, and establish the Bahadur-type representation and asymptotic normality of the proposed estimator when the observations form a stationary α-mixing sequence....
Persistent link: https://www.econbiz.de/10011115976
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Empirical likelihood for conditional quantile with left-truncated and dependent data
Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 765-790
Persistent link: https://www.econbiz.de/10011000062
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Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Metrika 72 (2010) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008486688
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Local polynomial estimation of a conditional mean function with dependent truncated data
Liang, Han-Ying; Uña-Álvarez, Jacobo; … - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 653-677
Persistent link: https://www.econbiz.de/10009400200