Quality of Fit Measures in the Framework of Quantile Regression
From MaRDI portal
Publication:4911968
DOI10.1111/j.1467-9469.2012.00792.xzbMath1259.62022MaRDI QIDQ4911968
Hohsuk Noh, Ingrid Van Keilegom, Anouar El Ghouch
Publication date: 20 March 2013
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2011-25_quality_of_fit_measures_in_the_fit_framework.pdf
nonparametric regression; local polynomial estimation; coefficient of determination; inadequacy index; lack-of-fit measure
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
65C05: Monte Carlo methods
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