Kernel methods for estimating derivatives of conditional quantiles

DOI10.1016/J.JKSS.2008.06.004MaRDI QIDQ2510037zbMATH OpenOpenAlexFDO

Authors Young Kyung Lee, Eun Ryung Lee

Publication date 31 July 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2008.06.004

zbMATH Keywords

quantile regressionquasi-likelihoodlocal polynomial regressionlimiting distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A simple root \(n\) bandwidth selector
• An Effective Bandwidth Selector for Local Least Squares Regression
• Conditional quantile estimation by local logistic regression
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Local Linear Quantile Regression
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• On average derivative quantile regression
• Regression Quantiles

Cited in

(7)

• Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
• Expansion for moments of regression quantiles with applications to nonparametric testing
• Kernel-smoothed conditional quantiles of correlated bivariate discrete data
• Nonparametric weighted average quantile derivative
• Approximation rates of kernel estimator for the conditional \(t\)-quantile
• Estimating derivatives of function-valued parameters in a class of moment condition models
• A new derivative with normal distribution kernel: theory, methods and applications

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