The asymptotic behavior of monotone percentile regression estimates

DOI10.2307/3314752zbMath0551.62012OpenAlexW1989780145MaRDI QIDQ3344968

F. T. Wright

Publication date: 1984

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314752

zbMATH Keywords

monotone regression functionalmost sure rate of convergenceleast-absolute-deviation estimateMonotone percentile regression estimatespositive slope

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (4)

Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ Convergence rates of monotone conditional quantile estimators ⋮ Monotone least squares and isotonic quantiles ⋮ Testing monotonicity of regression.

Cites Work

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• The asymptotic behavior of monotone regression estimates
• Asymptotic distributions of slope-of-greatest-convex-minorant estimators
• Consistency in generalized isotonic regression
• Monotone percentile regression
• An inequality for sums of independent random variables indexed by finite dimensional filtering sets and its applications to the convergence of series
• Laws of the iterated logarithm for permuted random variables and regression applications
• On consistency in monotonic regression
• On the Estimation of Parameters Restricted by Inequalities
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Monotone Median Regression

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