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Asymptotic properties of conditional quantile estimator for censored dependent observations


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  • Han-Ying Liang


  • Jacobo Uña-Álvarez


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    Bibliographic Info

    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 63 (2011)
    Issue (Month): 2 (April)
    Pages: 267-289

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    Handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:267-289

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    Keywords: Strong uniform convergence; Asymptotic normality; Censored data; α-mixing sequence; Conditional quantile estimator;


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    1. 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.
    2. Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(01), pages 169-192, February.
    3. 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.
    4. Xiang, Xiaojing, 1996. "A Kernel Estimator of a Conditional Quantile," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 206-216, November.
    5. 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.
    6. Qin, Gengsheng & Tsao, Min, 2003. "Empirical likelihood inference for median regression models for censored survival data," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 416-430, May.
    7. Koehler, K. J. & Symanowski, J. T., 1995. "Constructing Multivariate Distributions with Specific Marginal Distributions," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 261-282, November.
    8. Einmahl, J.H.J. & Deheuvels, P., 2000. "Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications," Open Access publications from Tilburg University urn:nbn:nl:ui:12-142079, Tilburg University.
    9. 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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    Cited by:
    1. 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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