Improved double kernel local linear quantile regression

DOI10.1177/1471082X0700700407MaRDI QIDQ4970899zbMATH OpenOpenAlexFDO

Authors M. C. Jones, Keming Yu

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x0700700407

zbMATH Keywords

maximum likelihoodbandwidth selectionasymmetric Laplace distributionexponential tails

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• An Effective Bandwidth Selector for Local Least Squares Regression
• Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Local Linear Quantile Regression
• Local Regression and Likelihood
• Natural exponential families with quadratic variance functions
• On average derivative quantile regression
• Quantile regression.
• Regression Quantiles
• Robust Estimation of a Location Parameter
• Some New Estimates for Distribution Functions
• Variability orders and mean differences

Cited in

(11)

• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• A simple nonparametric conditional quantile estimator for time series with thin tails
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Local constant kernel-weighted quantile regression estimation via an MM-algorithm and its applications
• A plug-in bandwidth selector for nonparametric quantile regression
• Local linear double and asymmetric kernel estimation of conditional quantiles
• The t family and their close and distant relations
• Comment on: ``Local quantile regression
• Imputation in nonparametric quantile regression with complex data
• Improved local quantile regression

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