Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation

DOI10.1080/03610926.2010.489171zbMath1216.62054OpenAlexW2054580871MaRDI QIDQ3017870

Djabrane Yahia, Elias Ould Saïd

Publication date: 20 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.489171

zbMATH Keywords

asymptotic normalityconditional quantilestrong mixingtruncated datakernel estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Conditional Quantile Estimation for Truncated and Associated Data ⋮ Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random

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