Local asymptotics for nonparametric quantile regression with regression splines

DOI10.1016/j.spl.2016.06.002zbMath1398.62103OpenAlexW2428092331MaRDI QIDQ310674

Heng Lian, Weihua Zhao

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.002

zbMATH Keywords

asymptotic normalityB-splines\(L_\infty\) normcheck loss function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Local Linear Quantile Regression
• Regression Quantiles
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
• A practical guide to splines.

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