UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH

DOI10.1017/S0266466615000262zbMath1442.62746MaRDI QIDQ2981831

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01)

Related Items (6)

Stein's lemma for truncated elliptical random vectors ⋮ Function compositional adjustments of conditional quantile curves ⋮ Distributed Censored Quantile Regression ⋮ Improved local quantile regression ⋮ Quantile based dimension reduction in censored regression ⋮ Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Fisher lecture: Dimension reduction in regression
An adaptive composite quantile approach to dimension reduction
Nonparametric regression with filtered data
Characterization of the asymptotic distribution of semiparametric M-estimators
Nonparametric estimates of regression quantiles and their local Bahadur representation
Local linear quantile estimation for nonstationary time series
Estimation in nonparametric location-scale regression models with censored data
Least absolute deviations estimation for the censored regression model
Censored regression quantiles
Strong representations for LAD estimators in linear models
Conditional and unconditional statistical independence
On almost sure expansions for M-estimates
Bootstrapping quantiles in a fixed design regression model with censored data
A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
Local asymptotics for quantile smoothing splines
On average derivative quantile regression
Quantile regression with censored data using generalized \(L_1\) minimization
Quantile regression under random censoring.
Weak convergence and empirical processes. With applications to statistics
On some global measures of the deviations of density function estimates
Estimation of a semiparametric transformation model
Location estimation in nonparametric regression with censored data
On the Bahadur representation of sample quantiles for dependent sequences
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
Median Regression with Censored Cost Data
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
Asymptotic properties of a generalized kaplan-meier estimator with some applications
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Survival Analysis With Quantile Regression Models
Local Linear Quantile Regression
Weak and strong uniform consistency of kernel regression estimates
Regression Quantiles
MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
Reappraising Medfly Longevity
Three-Step Censored Quantile Regression and Extramarital Affairs
On Additive Conditional Quantiles With High-Dimensional Covariates
Censored Regression Quantiles
An Alternative Estimator for the Censored Quantile Regression Model
UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS
Locally Weighted Censored Quantile Regression
Nonparametric Censored and Truncated Regression
A Note on Quantiles in Large Samples
Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
Nonparametric Estimation of an Additive Quantile Regression Model

This page was built for publication: UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH