Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles

DOI10.1080/07474940903482429zbMath1274.62511OpenAlexW2047243178MaRDI QIDQ5190366

No author found.

Publication date: 17 March 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940903482429

zbMATH Keywords

sequential fixed-width confidence intervalsconditional quantile estimatorssequential relative efficiency-deficiency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10)

Cites Work

• Asymptotic normality of nearest neighbor regression function estimates
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Strong uniform consistency rates for estimators of conditional functionals
• Non-parametric estimation of conditional quantiles
• Second order approximations for sequential point and interval estimation
• The asymptotic law of the local oscillation modulus of the empirical process
• Approximation Theorems of Mathematical Statistics
• Bounded length confidence intervals in nonparametric regression
• Local Linear Quantile Regression
• Sequential fixed-width confidence intervals for a nonparametric density function
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential Confidence Intervals Based on Rank Tests
• Deficiency
• Laws of iterated logarithm and related asymptotics for estimators of conditional density and mode

This page was built for publication: Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles