Fixed design regression quantiles for time series

DOI10.1016/J.SPL.2003.12.005zbMath1075.62030OpenAlexW1979431460MaRDI QIDQ1771423

Dimitrios Ioannides

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.12.005

zbMATH Keywords

DistributionRegression quantileFixed designNonparametric estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

On weighted and locally polynomial directional quantile regression ⋮ The asymptotic distribution of the unconditional quantile estimator under dependence ⋮ ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE ⋮ Local bilinear multiple-output quantile/depth regression

Cites Work

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• Fixed design regression for time series: Asymptotic normality
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• On Additive Conditional Quantiles With High-Dimensional Covariates
• Methods for Estimating a Conditional Distribution Function
• REGRESSION QUANTILES FOR TIME SERIES
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes

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