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A smooth conditional quantile estimator and related applications of conditional empirical processes

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Author Info

  • Mehra, K. L.
  • Sudhakara Rao, M.
  • Upadrasta, S. P.
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    Abstract

    Let {(Xi, Yi); I = 1,2,...} be a sequence of i.i.d. r.v.'s and denote by m(y x0), -[infinity]

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 37 (1991)
    Issue (Month): 2 (May)
    Pages: 151-179

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    Handle: RePEc:eee:jmvana:v:37:y:1991:i:2:p:151-179

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    Related research

    Keywords: conditional quantile regression condtional quantile process weak convergence estimation of conditional functionals;

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    Cited by:
    1. Ould-SaI¨d, Elias, 2006. "A strong uniform convergence rate of kernel conditional quantile estimator under random censorship," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 579-586, March.
    2. Han-Ying Liang & Jacobo Uña-Álvarez, 2011. "Asymptotic properties of conditional quantile estimator for censored dependent observations," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(2), pages 267-289, April.
    3. Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.
    4. Han-Ying Liang & Jacobo Uña-Álvarez, 2012. "Empirical likelihood for conditional quantile with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(4), pages 765-790, August.
    5. Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.

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