On comparison of estimation methods in quantile regression

DOI10.17654/AS052030203MaRDI QIDQ5229413zbMATH OpenOpenAlexFDO

Authors Song Jea Woo, Kee-Hoon Kang

Publication date 15 August 2019

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/as052030203

zbMATH Keywords

nonparametric estimationparametric estimationbandwidthlocal linear estimationplug-indistribution of extreme valuesdouble kernel estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32)

Recommendations

• Quantile regression.
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Cites work

• An Effective Bandwidth Selector for Local Least Squares Regression
• Local Linear Quantile Regression
• Quantile regression.
• Regression Quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles

Cited in

(4)

• Quantile regression. Applications on experimental and cross section data using EViews
• scientific article; zbMATH DE number 5855514 (Why is no real title available?)
• scientific article; zbMATH DE number 7219003 (Why is no real title available?)
• A new weighted quantile regression

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