Local Polynomial Quantile Regression With Parametric Features

DOI10.1198/jasa.2009.tm08400zbMath1205.62042OpenAlexW2018786424MaRDI QIDQ3069877

Anouar El Ghouch, Marc G. Genton

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08400

zbMATH Keywords

robustnessbias reductionmodel misspecificationlocal polynomial smoothingstrong mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (6)

Dose-Response Curve Estimation: A Semiparametric Mixture Approach ⋮ Function compositional adjustments of conditional quantile curves ⋮ Quantile hidden semi-Markov models for multivariate time series ⋮ ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE ⋮ A plug-in bandwidth selector for nonparametric quantile regression ⋮ Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space

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