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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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  • 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.
    • Handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:267-289
    DOI: 10.1007/s10463-009-0230-8
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
    6. 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.
    7. Xiang, Xiaojing, 1996. "A Kernel Estimator of a Conditional Quantile," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 206-216, November.
    8. 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.
    9. Cai, Zongwu, 1998. "Asymptotic properties of Kaplan-Meier estimator for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 381-389, March.
    10. 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.
    11. Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(1), pages 169-192, February.
    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.
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    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;The Institute of Statistical Mathematics, vol. 64(4), pages 765-790, August.

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