Improved local quantile regression

DOI10.1177/1471082X18782057MaRDI QIDQ5142252zbMATH OpenOpenAlexFDO

Authors Xi Liu, Qifa Xu, Xueqing Tang, Keming Yu

Publication date 30 December 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x18782057

zbMATH Keywords

asymmetric Laplace distributionbandwidth selectionnon-parametric quantile regressionpropagation conditionquantile crossing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(4)

• Quantile regression under local misspecification
• Improving linear quantile regression for replicated data
• Multiple smoothing parameters selection in additive regression quantiles
• Deep support vector quantile regression with non-crossing constraints

Describes a project that uses

Uses Software

• KernSmooth

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