On Additive Conditional Quantiles With High-Dimensional Covariates (Q4468531)

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scientific article; zbMATH DE number 2073221
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On Additive Conditional Quantiles With High-Dimensional Covariates
scientific article; zbMATH DE number 2073221

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    On Additive Conditional Quantiles With High-Dimensional Covariates (English)
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    10 June 2004
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    additive models
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    backfitting
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    dimensionality reduction
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    reweighted Nadaraya-Watson
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