{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,18]],"date-time":"2026-08-18T18:53:07Z","timestamp":1787079187611,"version":"build-2736575974"},"reference-count":63,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2013,2,25]],"date-time":"2013-02-25T00:00:00Z","timestamp":1361750400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2013,10]]},"abstract":"<jats:p>This paper is concerned with the nonparametric estimation of regression quantiles of a response variable that is randomly censored. Using results on the strong uniform convergence rate of U-processes, we derive a global Bahadur representation for a class of locally weighted polynomial estimators, which is sufficiently accurate for many further theoretical analyses including inference. Implications of our results are demonstrated through the study of the asymptotic properties of the average derivative estimator of the average gradient vector and the estimator of the component functions in censored additive quantile regression models.<\/jats:p>","DOI":"10.1017\/s0266466612000813","type":"journal-article","created":{"date-parts":[[2013,2,25]],"date-time":"2013-02-25T15:48:44Z","timestamp":1361807324000},"page":"941-968","source":"Crossref","is-referenced-by-count":13,"title":["GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS"],"prefix":"10.1017","volume":"29","author":[{"given":"Efang","family":"Kong","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Oliver","family":"Linton","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yingcun","family":"Xia","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2013,2,25]]},"reference":[{"key":"S0266466612000813_ref1","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1016\/0167-7152(94)00072-G","article-title":"A Bernstein-type inequality for U-statistics and U-processes","volume":"22","author":"Arcones","year":"1995","journal-title":"Statistics and Probability Letters"},{"key":"S0266466612000813_ref28","doi-asserted-by":"crossref","first-page":"1238","DOI":"10.1198\/016214505000000583","article-title":"Nonparametric estimation of an additive quantile regression model","volume":"100","author":"Horowitz","year":"2005","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466612000813_ref25","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1198\/004017006000000417","article-title":"Nonlinear regression with censored data","volume":"49","author":"Heuchenne","year":"2007","journal-title":"Technometrics"},{"key":"S0266466612000813_ref37","doi-asserted-by":"crossref","first-page":"765","DOI":"10.1111\/1468-0262.00304","article-title":"Nonparametric censored and truncated regression","volume":"70","author":"Lewbel","year":"2002","journal-title":"Econometrica"},{"key":"S0266466612000813_ref21","first-page":"986","article-title":"Investigating smooth multiple regression by the method of average derivatives","volume":"84","author":"H\u00e4rdle","year":"1989","journal-title":"Journal of American Statistical Association"},{"key":"S0266466612000813_ref35","doi-asserted-by":"crossref","first-page":"730","DOI":"10.1017\/S0266466611000788","article-title":"A single-index quantile regression model and its estimation","volume":"28","author":"Kong","year":"2012","journal-title":"Econometric Theory"},{"key":"S0266466612000813_ref47","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1198\/016214508000000355","article-title":"Survival analysis with quantile regression models","volume":"103","author":"Peng","year":"2008","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466612000813_ref23","doi-asserted-by":"crossref","first-page":"246","DOI":"10.1016\/j.jmva.2004.09.010","article-title":"Rate optimal estimation with the integration method in the presence of many covariates","volume":"95","author":"Hengartner","year":"2005","journal-title":"Journal of Multivariate Analysis"},{"key":"S0266466612000813_ref58","doi-asserted-by":"crossref","first-page":"1607","DOI":"10.1016\/j.jmva.2010.02.003","article-title":"Single-index quantile regression","volume":"101","author":"Wu","year":"2010","journal-title":"Journal of Multivariate Analysis"},{"key":"S0266466612000813_ref30","doi-asserted-by":"crossref","first-page":"402","DOI":"10.1016\/0047-259X(82)90074-4","article-title":"Probabilities of maximal deviations of nonparametric regression function estimates","volume":"12","author":"Johnston","year":"1982","journal-title":"Journal of Multivariate Analysis"},{"key":"S0266466612000813_ref5","doi-asserted-by":"crossref","unstructured":"Belloni, A. , Chernozhukov, V. , & Fern\u00e1ndez-Val, I. 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