Time-varying quantile single-index model for multivariate responses

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

zbMATH Keywords

quantile regression; B-splines; single-index model; multiple responses

Mathematics Subject Classification ID

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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