Moderate deviations for quantile regression processes

DOI10.1080/03610926.2018.1473429OpenAlexW2901687874WikidataQ128915706 ScholiaQ128915706MaRDI QIDQ5866036

Mingzhi Mao, Wanli Guo

Publication date: 10 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1473429

zbMATH Keywords

quantile regressionmoderate deviationexponential tightnessapproach of argmins

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Large deviations (60F10)

Cites Work

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