Local partitioned quantile regression

DOI10.1017/S0266466616000293MaRDI QIDQ5357398zbMATH OpenOpenAlexFDO

Authors Zhengyu Zhang

Publication date 15 September 2017

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466616000293

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Recommendations

• Quantile regression estimation of partially linear additive models
• Local Linear Quantile Regression
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Local Partitioned Regression
• Local Linear Additive Quantile Regression

Cites work

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Cited in

(4)

• Local polynomial quantile regression with parametric features
• Local Partitioned Regression
• Partially adaptive quantile estimators
• Quantile regression estimation of partially linear additive models

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