Enhancing quantile estimation via quantile combination under heteroscedasticity

DOI10.1007/S00362-025-01759-XMaRDI QIDQ6912369zbMATH OpenFDO

Authors Suin Kim, Yoonsuh Jung

Publication date 22 October 2025

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-025-01759-X

zbMATH Keywords

heteroscedasticityM-estimationquantile regressionrobust estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Cites work

• L-estimatton for linear heteroscedastic models
• Adaptive \(L\)-estimation for linear models
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• Composite versus model-averaged quantile regression
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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Quantile regression forests
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Weighted composite quantile regression for partially linear varying coefficient models

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