Arbeitspapier
Global Bahadur representation for nonparametric censored regression quantiles and its applications
This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is randomly censored. Using results on the strong uniform convergence of U-processes, we derive a global Bahadur representation for the weighted local polynomial estimators, which is sufficiently accurate for many further theoretical analyses including inference. We consider two applications in detail: estimation of the average derivative, and estimation of the component functions in additive quantile regression models.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP33/11
- Klassifikation
-
Wirtschaft
- Thema
-
Bahadur representation
Censored data
Kernel smoothing
Quantile regression
Semiparametric models
Nichtparametrisches Verfahren
Regression
Schätztheorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kong, Efang
Linton, Oliver
Xia, Yingcun
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2011
- DOI
-
doi:10.1920/wp.cem.2011.3311
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kong, Efang
- Linton, Oliver
- Xia, Yingcun
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2011
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