Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression

DOI10.1111/j.1467-9868.2009.00725.xzbMath1411.62101WikidataQ34220220 ScholiaQ34220220MaRDI QIDQ4632620

Hui Zou, Bo Kai, Run-Ze Li

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2958780

zbMATH Keywords

local polynomial regression; asymptotic efficiency; kernel function; nonparametric regression; composite quantile regression estimator

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models