Monotone Percentile Regression
Casady, Robert J. ; Cryer, Jonathan D.
Ann. Statist., Tome 4 (1976) no. 1, p. 532-541 / Harvested from Project Euclid
Suppose that for each number $t$ in [0, 1] there is a distribution with distribution function $F_t(\bullet)$ which has $p$th percentile $\xi(t)$. Consider the problem of estimating $\xi(\bullet)$ under the assumption that $\xi(\bullet)$ is monotone. An estimator which is analogous to the median regression estimator considered in Cryer, Robertson, Wright and Casady (1972), is studied. Asymptotic properties including consistency and law of the iterated logarithm results are obtained under various assumptions.
Publié le : 1976-05-14
Classification:  Monotone regression,  law of the iterated logarithm,  percentile estimation,  consistency,  62G05,  60F15
@article{1176343459,
     author = {Casady, Robert J. and Cryer, Jonathan D.},
     title = {Monotone Percentile Regression},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 532-541},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343459}
}
Casady, Robert J.; Cryer, Jonathan D. Monotone Percentile Regression. Ann. Statist., Tome 4 (1976) no. 1, pp.  532-541. http://gdmltest.u-ga.fr/item/1176343459/