Local weighted composite quantile estimating for varying coefficient models

DOI10.3969/J.ISSN.1001-4268.2014.06.007MaRDI QIDQ5260214zbMATH OpenFDO

Authors Qichang Xie, Xiumei Lü

Publication date 29 June 2015

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2014.06.007

zbMATH Keywords

asymptotic normalityasymptotic relative efficiencylocal weighted composite quantile estimatingvarying coefficient models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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• A new local linear estimation method for varying coefficients models
• scientific article; zbMATH DE number 1329171 (Why is no real title available?)
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• Weighted local linear CQR for varying-coefficient models with missing covariates
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method

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