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On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise - MaRDI portal

On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968)

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scientific article; zbMATH DE number 6110022
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English
On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
scientific article; zbMATH DE number 6110022

    Statements

    On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (English)
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    23 November 2012
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    asymptotic distribution
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    Koenker-Bassett estimator
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    integral of indicator process
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    regression function
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