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   Articles with "deviations quantile" as a keyword



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Moderate deviations for quantile regression processes

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recommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2018.1473429

Abstract: Abstract This paper mainly discusses the asymptotic properties of quantile regression processes. In view of the exponential tightness and convexity argument, we prove the quantile regression estimators satisfy the functional moderate deviation principle. This method… read more here.

Keywords: quantile regression; regression; regression processes; deviations quantile ... See more keywords