Nonparametric Estimators for Percentile Regression Functions

  • Published : 1991.06.01

Abstract

We consider the .regression model H = h(x) + E, where h is an unknown smooth regression function ard E is the random error with unknown distribution F. in this context we present and eamine the asymptotic behavior of some nonparametric estimators for the percentile functions ζ$\_$p/(x)+ζ$\_$p/, where 0 < p < 1 and ζ$\_$p/ = inf {x : F{x} $\geq$ p}

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