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Elsevier, Statistics and Probability Letters, 16(78), p. 2744-2750, 2008

DOI: 10.1016/j.spl.2008.03.022

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Efficient estimation of population quantiles in general semiparametric regression models

Journal article published in 2008 by Arnab Maity ORCID
This paper is available in a repository.
This paper is available in a repository.

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Abstract

The problem of quantile estimation in general semiparametric regression models is considered. We derive plug-in kernel-based estimators, investigate their asymptotic distribution and establish the semiparametric efficiency of these estimators under mild assumptions. We apply our methodology in an example in nutritional epidemiology. The generalization to the important case where responses are missing at random is also addressed.