Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623)
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scientific article; zbMATH DE number 6875385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition |
scientific article; zbMATH DE number 6875385 |
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Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (English)
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28 May 2018
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composite quantile regression
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heteroscedastic regression
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matrix decomposition
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non-crossing quantiles
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scale function estimation
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