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On the asymptotic distribution of the Koenker?Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise

We prove that, under certain regularity conditions, the asymptotic distribution of the Koenker - Bassett estimator coincides with the asymptotic distribution of the integral of the indicator process generated by a random noise weighted by the gradient of the regression function.

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Bibliographic Details
Date:	2011
Main Authors:	Ivanov, O. V., Savych, I. M., Іванов, О. В., Савич, І. М.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2011
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2783
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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