Weighted local linear composite quantile estimation for the case of general error distributions (Q1948170)
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scientific article; zbMATH DE number 6160124
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| English | Weighted local linear composite quantile estimation for the case of general error distributions |
scientific article; zbMATH DE number 6160124 |
Statements
Weighted local linear composite quantile estimation for the case of general error distributions (English)
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2 May 2013
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nonparametric regression
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local linear composite quantile regression
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asymmetric distribution
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consistency
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asymptotic efficiency
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0.8179820775985718
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0.8109440803527832
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0.8017796277999878
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0.7981856465339661
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0.7886022329330444
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