Asymptotic properties of conditional quantile estimator for censored dependent observations
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 63 (2011)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Iglesias-Pérez, M. C., 2003. "Strong representation of a conditional quantile function estimator with truncated and censored data," Statistics & Probability Letters, Elsevier, vol. 65(2), pages 79-91, November.
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- Mehra, K. L. & Sudhakara Rao, M. & Upadrasta, S. P., 1991. "A smooth conditional quantile estimator and related applications of conditional empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 37(2), pages 151-179, May.
- Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
- Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(01), pages 169-192, February.
- 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.
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