Non-Crossing Non-Parametric Estimates of Quantile Curves

DOI10.1111/j.1467-9868.2008.00651.xOpenAlexW2165231911MaRDI QIDQ3631464

Stanislav Volgushev, Dette, Holger

Publication date: 10 June 2009

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/24319

zbMATH Keywords

local linear estimatequantile estimationconditional distributioncrossing quantile curvesNadaraya-Watson estimate

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• R
• quantreg

Cites Work

• Unnamed Item
• Unnamed Item
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• Local Linear Quantile Regression
• Regression Quantiles
• Quantile smoothing splines
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• Methods for Estimating a Conditional Distribution Function
• Estimating a Convex Function in Nonparametric Regression
• The elements of statistical learning. Data mining, inference, and prediction

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