Asymptotic properties of a particular nonlinear regression quantile estimation.

DOI10.1016/S0167-7152(02)00303-6zbMath1045.62066OpenAlexW2040254401MaRDI QIDQ1871352

Sun Hur, Tae Soo Kim, Hae Kyung Kim

Publication date: 7 May 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00303-6

zbMATH Keywords

ConsistencyAsymptotic normalityRegression quantile estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (1)

ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

Cites Work

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• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Nonlinear Regression on Cross-Section Data
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On the estimation of a harmonic component in a time series with stationary independent residuals

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