Contribution to the study of local polynomial M-estimators

Abstract : The purpose of this thesis is to establish asymptotic results for the conditional quantile estimator by the local polynomial method and the generalisation of these results for the M-estimators. We study these estimators and more generaly M-estimators and provide their Bahadur representation and bias study. We also give results about uniform confidence bands for the local polynomial quantile estimator.
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Submitted on : Tuesday, August 17, 2010 - 10:25:36 AM
Last modification on : Friday, March 22, 2019 - 1:32:09 AM
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  • HAL Id : tel-00509898, version 1

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Camille Sabbah. Contribution to the study of local polynomial M-estimators. Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2010. English. ⟨tel-00509898⟩

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