Regression quantiles with errors-in-variables

DOI10.1080/10485250903019515zbMath1175.62038OpenAlexW2143407706MaRDI QIDQ3648632

Eric Matzner-Løber, Dimitrios Ioannides

Publication date: 27 November 2009

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

Full work available at URL: http://hdl.handle.net/10419/22247

zbMATH Keywords

deconvolutionerrors-in-variablesnonparametric estimationmeasurement errorsconditional quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Shape-restricted nonparametric regression with overall noisy measurements ⋮ Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data

Cites Work

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• On the optimal rates of convergence for nonparametric deconvolution problems
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Nonparametric regression with errors in variables
• Asymptotic normality of convergent estimates of conditional quantiles
• Optimal Rates of Convergence for Deconvolving a Density
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• REGRESSION QUANTILES FOR TIME SERIES

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