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Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Bahadur representation Conditional quantile function Local polynomial estimation Econometrics of Auctions
2011/6/20
This paper investigates the bias and the weak Bahadur representation of a local
polynomial estimator of the conditional quantile function and its derivatives.
The bias and Bahadur remainder term are...
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Kernel estimator quantile function rate of convergence strong mixing strong uniform consistency truncated data
2009/9/16
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by...