Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function

  title={Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function},
  author={Emmanuel Guerre and Camille Sabbah},
This paper investigates the bias and the Bahadur representation of a local polynomial estimator of the conditional quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile level, the covariates and the smoothing parameter. The order of the local polynomial estimator can be higher that the differentiability order of the conditional quantile function. Applications of the results deal with global optimal consistency rates of the… CONTINUE READING
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