Local Linear Additive Quantile Regression (Q4677099): Difference between revisions

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Property / DOI: 10.1111/j.1467-9469.2004.03_035.x / rank
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Property / cites work: On average derivative quantile regression / rank
 
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Property / cites work: Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes / rank
 
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Property / cites work: Fitting a bivariate additive model by local polynomial regression / rank
 
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Latest revision as of 16:01, 30 December 2024

scientific article; zbMATH DE number 2169659
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English
Local Linear Additive Quantile Regression
scientific article; zbMATH DE number 2169659

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    Local Linear Additive Quantile Regression (English)
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    20 May 2005
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    backfitting algorithm
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    value at risk estimation
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