Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/207
Title: Nonparametric regression M-quantiles
Authors: Antoch, J.
JANSSEN, Paul 
Issue Date: 1989
Source: Statist. Prob. Letters, 8(4), p. 355-362
Abstract: For the regression model Yi = m(xi)+var epsiloni, 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.
Document URI: http://hdl.handle.net/1942/207
DOI: 10.1016/0167-7152(89)90044-8
Type: Journal Contribution
Appears in Collections:Research publications

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