The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
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References listed on IDEAS
- Masry, Elias & Tjøstheim, Dag, 1997. "Additive Nonlinear ARX Time Series and Projection Estimates," Econometric Theory, Cambridge University Press, vol. 13(02), pages 214-252, April.
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More about this item
KeywordsCensored dependent data Kaplan-Meier estimator Kiefer process Law of the iterated logarithm Strong Gaussian approximation;
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