CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637)

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Language	Label	Description	Also known as
English	CONFIDENCE BANDS IN QUANTILE REGRESSION	scientific article

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scholarly article

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CONFIDENCE BANDS IN QUANTILE REGRESSION (English)

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Wolfgang Karl Härdle

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Econometric Theory

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publication date

13 August 2010

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MaRDI profile type

MaRDI publication profile

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Quantile regression: A nonparametric approach

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An interior point algorithm for nonlinear quantile regression

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Regression Quantiles

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Asymptotic maximal deviation of M-smoothers

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Probabilities of maximal deviations for nonparametric regression function estimates

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Methods for Estimating a Conditional Distribution Function

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Robust Statistics

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Uniform consistency of a class of regression function estimators

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Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

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Strong uniform consistency rates for estimators of conditional functionals

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Upper and lower classes for triangular arrays

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REGRESSION QUANTILES FOR TIME SERIES

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On some global measures of the deviations of density function estimates

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Local Linear Quantile Regression

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A comparison of local constant and local linear regression quantile estimators

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A remark on the approximation of the sample DF in the multidimensional case

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An Effective Bandwidth Selector for Local Least Squares Regression

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Remarks on a Multivariate Transformation

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The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

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On Estimation of a Probability Density Function and Mode

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full work available at URL

https://doi.org/10.1017/s0266466609990491

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Identifiers

zbMATH Open document ID

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10.1017/S0266466609990491

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:3580637

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