Local asymptotics for nonparametric quantile regression with regression splines

DOI10.1016/j.spl.2016.06.002zbMath1398.62103MaRDI 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 normality; B-splines; \(L_\infty\) norm; check loss function

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

Cites Work

• Unnamed Item
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Quantile regression with varying coefficients
• Quantile regression in partially linear varying coefficient models
• Local asymptotics for polynomial spline regression
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local asymptotics for regression splines and confidence regions
• Sieve \(M\) inference on irregular parameters
• 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.