Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition

DOI10.1080/10485252.2017.1418869zbMath1392.62119OpenAlexW2782334413MaRDI QIDQ4643623

Yu-Ning Li, Yi Zhang

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

zbMATH Keywords

matrix decompositioncomposite quantile regressionheteroscedastic regressionnon-crossing quantilesscale function estimation

Mathematics Subject Classification ID

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

Uses Software

• SemiPar

Cites Work

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