Asymptotically optimal estimators of general regression functionals

DOI10.1006/JMVA.1993.1071zbMath0790.62032OpenAlexW1998839353MaRDI QIDQ689366

Michael Falk

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1071

zbMATH Keywords

optimal rate of convergenceconditional quantilesconditional distribution functionPoissonizationconditional medianregression quantileestimation of general regression functionalsgeneralization of the mean value functionalkernel type estimatorsPoisson process approachweak convergence of the maximum error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

This page was built for publication: Asymptotically optimal estimators of general regression functionals