Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
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Publication:300515
DOI10.1007/s00184-015-0564-6zbMath1351.62061OpenAlexW2269850385MaRDI QIDQ300515
Publication date: 28 June 2016
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-015-0564-6
asymptotic normalityconditional quantilesconditional cumulative distributiondependent variablessingle functional indexuniform almost complete convergence
Applications of statistics to economics (62P20) 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) Nonparametric estimation (62G05)
Related Items (9)
Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model ⋮ Missing responses at random in functional single index model for time series data ⋮ Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data ⋮ Estimation on functional partially linear single index measurement error model ⋮ Single Functional Index Model under Responses MAR and Dependent Observations ⋮ Unnamed Item ⋮ Unnamed Item ⋮ CLT for single functional index quantile regression under dependence structure ⋮ Single functional index quantile regression under general dependence structure
Uses Software
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