GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS

DOI10.1017/S0266466612000813zbMath1290.62035OpenAlexW3124895869MaRDI QIDQ4979321

Efang Kong, Yingcun Xia, Oliver B. Linton

Publication date: 20 June 2014

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

Full work available at URL: https://doi.org/10.1017/s0266466612000813

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Related Items

Single index quantile regression for censored data, LOCAL PARTITIONED QUANTILE REGRESSION, No-Crossing Single-Index Quantile Regression Curve Estimation, UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH, An adaptive composite quantile approach to dimension reduction, Quantile based dimension reduction in censored regression, Quantile regression under memory constraint, Single-Index Quantile Regression Models for Censored Data

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