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.
Saved in:
| Date: | 2011 |
|---|---|
| Main Authors: | , , , |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!