Nonparametric regression M-quantiles

J. Antoch and P. Janssen

Statistics & Probability Letters, 1989, vol. 8, issue 4, 355-362

Abstract: For the regression model Yi = m(xi)+[var epsilon]i, i = 1,...,n, robust nonparametric estimators are introduced and studied in Härdle and Gasser (1984). We show that these estimators can be viewed as regression M-quantiles. We then establish a probability inequality and a Bahadur representation for such quantiles and discuss some applications.

Keywords: nonparametric; kernel; type; estimators; M-smoothers; quantiles; probability; inequality; Bahadur; representation; strong; consistency; rate; asymptotic; normality (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (3)

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