Conditional quantile estimation by local logistic regression

DOI10.1080/10485250601014248zbMath1151.62315OpenAlexW2045022097MaRDI QIDQ3426256

Young Kyung Lee, Byeong U. Park, Eun Ryung Lee

Publication date: 8 March 2007

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

Full work available at URL: https://doi.org/10.1080/10485250601014248

zbMATH Keywords

local polynomial regressionquantile regressionquasi-likelihoodlink function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Backfitting and smooth backfitting for additive quantile models ⋮ On Projection‐type Estimators of Multivariate Isotonic Functions ⋮ Kernel methods for estimating derivatives of conditional quantiles ⋮ A simple and effective bandwidth selector for local polynomial quasi-likelihood regression

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