Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
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Publication:4643623
DOI10.1080/10485252.2017.1418869zbMath1392.62119OpenAlexW2782334413MaRDI QIDQ4643623
Publication date: 28 May 2018
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1418869
matrix decompositioncomposite quantile regressionheteroscedastic regressionnon-crossing quantilesscale function estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Uses Software
Cites Work
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