Uniform Confidence Bands for Local Polynomial Quantile Estimators
نویسندگان
چکیده
منابع مشابه
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
This paper investigates the bias and the Bahadur representation of a local poly-nomial estimator of the conditional quantile function and its derivatives. Thebias and Bahadur remainder term are studied uniformly with respect to thequantile level, the covariates and the smoothing parameter. The order of thelocal polynomial estimator can be higher that the differentiability or...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2014
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2013035