Time-varying quantile single-index model for multivariate responses
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Publication:1663105
DOI10.1016/j.csda.2018.05.006zbMath1469.62181MaRDI QIDQ1663105
Weihua Zhao, Yan Zhou, Heng Lian
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.05.006
62-08: Computational methods for problems pertaining to statistics
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
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