GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS

B-Tier
Journal: Econometric Theory
Year: 2013
Volume: 29
Issue: 5
Pages: 941-968

Authors (3)

Kong, Efang (not in RePEc) Linton, Oliver (University of Cambridge) Xia, Yingcun (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper is concerned with the nonparametric estimation of regression quantiles of a response variable that is randomly censored. Using results on the strong uniform convergence rate of U-processes, we derive a global Bahadur representation for a class of locally weighted polynomial estimators, which is sufficiently accurate for many further theoretical analyses including inference. Implications of our results are demonstrated through the study of the asymptotic properties of the average derivative estimator of the average gradient vector and the estimator of the component functions in censored additive quantile regression models.

Technical Details

RePEc Handle
repec:cup:etheor:v:29:y:2013:i:05:p:941-968_00
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25