The Asymptotic Behavior of Monotone Percentile Regression Estimates,

Abstract

The least absolute deviations estimate of a monotone regression function was derived by Robertson and Waltman (1968). Assuming the observation points become dense in the domain of the regression function, Casady and Cryer (1976) obtained an upper bound on the almost sure rate of convergence of the estimator. The asymptotic distribution of the estimator at a point is obtained here and a faster rate of convergence is obtained. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 28, 1981
Accession Number
ADA100916

Entities

People

  • F. T. Wright

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Convergence
  • Distribution Functions
  • Estimators
  • Mathematics
  • Military Research
  • Normal Distribution
  • Numbers
  • Observation
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Real Numbers
  • Sequences
  • Statistical Inference
  • Statistics
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.