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A p-subset property of L1 and regression quantile estimates

✍ Scribed by Gilbert W. Bassett Jr.


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
545 KB
Volume
6
Category
Article
ISSN
0167-9473

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✍ Tae Soo Kim; Hae Kyung Kim; Sun Hur πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 127 KB

In this paper we shall be concerned with the asymptotic properties of the regression quantile estimation in the nonlinear regression time series models. For these, ΓΏrst we prove the strong consistency and derive the asymptotic normality of the regression quantile estimators for a particular sinusoid