04-072/4 - On the u-th Geometric Conditional Quantile

• Authors
  Yebin Cheng, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Jan G. de Gooijer, Faculty of Economics and Econometrics, Universiteit van Amsterdam
• Publication date
  June 29, 2004

• Keywords
  Asymptotic normality; Bahadur representation; geometric conditional quantile; confidence ellipsoids; kernel function
• JEL
  C14