Penalized kernel quantile regression for varying coefficient models

DOI10.1016/j.jspi.2021.07.003zbMath1478.62094OpenAlexW3197736511MaRDI QIDQ2059422

Jinwoo Cho, Eun Ryung Lee, Seyoung Park

Publication date: 14 December 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2021.07.003

zbMATH Keywords

kernel smoothingpenalized methodslocal linear methodalternating direction method of multiplier method algorithmcomputational convergencehigh-dimensional kernel quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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