A kernel estimator of a conditional quantile

Journal of Multivariate Analysis

Volumn 59, Issue 2, 1996, Pages 206-216

  Xiang, Xiaojing ^a  

^a NOVARTIS PHARMA AG   (Switzerland)

Author keywords

Conditional empirical process; Conditional quantile; Kernel estimator; Law of the iterated logarithm; Weak convergence

Indexed keywords

EID: 0030295609     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0061     Document Type: Article

References (13)

1. [1] Bahadur, R. R. (1966). A note on quantiles in large samples. Ann. Math. Statist. 37 577-580.
2. [2] Bhattacharya, P. K. (1963). On an analog of regression analysis. Ann. Math. Statist. 34 1459-1473.
3. [3] Bhattacharya, P. K., and Gangopadhyay, A. K. (1990). Kernel and nearest-neighbor estimation of a conditional quantile. Ann. Statist. 18 1400-1415.
4. [4] Billingsley, P. (1986). Probability and Measure, 2nd ed. Wiley, New York.
5. [5] Csörgö, M., and Horváth L. (1988). A note on strong approximations of multivariate empirical processes. Stochastic Proc. Appl. 27 101-109.
6. [6] Csörgö, S., and Hall, P. (1982). Upper and Lower classes for triangular arrays. Z. Wahrsch. Verw. Gebiete 61 207-222.
7. [7] Hogg, R. V. (1975). Estimates of percentile regression lines using salary data. J. Amer. Statist. Assoc. 70 56-59.
8. [8] Horváth, L., and Yandell, B. S. (1988). Asymptotics of conditional empirical processes. J. Multivariate Anal. 26 184-206.
9. [9] Mehra, K. L., Rao, M.S., and Upadrasta, S. P. (1991). A smooth conditional quantile estimator and related applications of conditional empirical processes. J. Multivariate Anal. 37 151-179.
10. [10] Parzen, E. (1979). Nonparametric statistical data modeling. J. Amer. Statist. Assoc. 74 105-131.
11. [11] Shorack, G. R., and Welner, J. A. (1986). Empirical Processes with Applications to Statistics. Wiley, New York.
12. [12] Stone, C. J. (1977). Consistent nonparametric regression. Ann. Statist. 5 595-645.
13. [13] Stute, W. (1986). Conditional empirical processes. Ann. Statist. 14 638-647.