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Empirical likelihood for conditional quantile with left-truncated and dependent data

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  • Han-Ying Liang
  • Jacobo Uña-Álvarez

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  • 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;The Institute of Statistical Mathematics, vol. 64(4), pages 765-790, August.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:765-790
    DOI: 10.1007/s10463-011-0335-8
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    References listed on IDEAS

    as
    1. Zhou, Mai & Li, Gang, 2008. "Empirical likelihood analysis of the Buckley-James estimator," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 649-664, April.
    2. Wang Zhou & Bing-Yi Jing, 2003. "Adjusted empirical likelihood method for quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 689-703, December.
    3. Yao, Qiwei & Polonik, Wolfgang, 2002. "Set-indexed conditional empirical and quantile processes based on dependent data," LSE Research Online Documents on Economics 5878, London School of Economics and Political Science, LSE Library.
    4. Zhang, Biao, 1997. "Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information," Statistics & Probability Letters, Elsevier, vol. 32(1), pages 87-97, February.
    5. Toshio Honda, 2000. "Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 459-470, September.
    6. 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.
    7. Xiang, Xiaojing, 1996. "A Kernel Estimator of a Conditional Quantile," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 206-216, November.
    8. 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;The Institute of Statistical Mathematics, vol. 63(2), pages 267-289, April.
    9. Zhou, Yong & Liang, Hua, 2000. "Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 136-154, April.
    10. Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(1), pages 169-192, February.
    11. Liang, Han-Ying & de Uña-Álvarez, Jacobo, 2011. "Wavelet estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 448-467, March.
    12. 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.
    13. Zhao, Yichuan, 2011. "Empirical likelihood inference for the accelerated failure time model," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 603-610, May.
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