Simultaneous multiple non-crossing quantile regression estimation using kernel constraints

DOI10.1080/10485252.2010.537336zbMath1359.62108WikidataQ39909758 ScholiaQ39909758MaRDI QIDQ3021199

Yu Feng Liu, Yichao Wu

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3242516

zbMATH Keywords

asymptotic normality; kernel; regularisation; variable selection; oracle property; non-crossing; multiple quantile regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation