Backfitting and smooth backfitting in varying coefficient quantile regression

DOI10.1111/ECTJ.12017MaRDI QIDQ5093229zbMATH OpenOpenAlexFDO

Authors

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1111/ectj.12017

zbMATH Keywords

quantile regressionkernel smoothingbackfittingintegral equationvarying coefficient modelssmooth backfitting

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(5)

• Hypothesis testing of varying coefficients for regional quantiles
• Robust nonparametric regression: a review
• Generalized partially linear varying coefficient models with multiple smoothing variables
• Varying Coefficient Regression Models: A Review and New Developments
• Backfitting and smooth backfitting for additive quantile models

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