Wang, Jiang-Feng; Ma, Wei-Min; Fan, Guo-Liang; Wen, Li-Min - In: Statistics & Probability Letters 96 (2015) C, pp. 232-240
In this paper, we construct a nonparametric regression quantile estimator by using the local linear fitting for left-truncated data, and establish the Bahadur-type representation and asymptotic normality of the proposed estimator when the observations form a stationary α-mixing sequence....