Estimation in quantile regression models with jump discontinuities

DOI10.1080/03610926.2020.1728556MaRDI QIDQ5079133zbMATH OpenOpenAlexFDO

Authors Yuejin Zhou, Chi Ma, Dequan Li, Fengyang He

Publication date 25 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1728556

zbMATH Keywords

jump pointjump sizelocal polynomial regressionquantile regression

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cites work

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• Some asymptotic results on bivariate quantile splines
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• Testing for structural change in regression quantiles
• Tests for structural break in quantile regressions
• Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model

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