Asymptotics for penalized spline estimators in quantile regression

Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asymptotic distribution of the quantile estimator obtained by penalized spline method. A simulation and an exploration of real data are performed to validate our results.Comment: 20 pages, 11 figure

A nonstandard construction of direct limit group actions

Manevitz and Weinberger proved that the existence of faithful $K$-Lipschitz $\mathbb{Z}/n\mathbb{Z}$-actions implies the existence of faithful $K$-Lipschitz $\mathbb{Q}/\mathbb{Z}$-actions. The $\mathbb{Q}/\mathbb{Z}$-actions were constructed from suitable actions of a sufficiently large hyperfinite cyclic group ${}^{\ast}\mathbb{Z}/\gamma{}^{\ast}\mathbb{Z}$ in the sense of nonstandard analysis. In this paper, we modify their construction, and prove that the existence of $\varepsilon$-faithful $K$-Lipschitz $G_{\lambda}$-actions implies the existence of $\varepsilon$-faithful $K$-Lipschitz $\varinjlim G_{\lambda}$-actions. In a similar way, we generalise Manevitz and Weinberger's result to injective direct limits of torsion groups