Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
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Publication:5256133
DOI10.1198/jasa.2009.0102zbMath1375.62003OpenAlexW2094333215MaRDI QIDQ5256133
Publication date: 22 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://research.soe.xmu.edu.cn/repec/upload/20061220212487055475115776.pdf
boundary effectquantile regressionvalue-at-riskbandwidth selectionnonlinear time seriescovariance estimationvarying coefficientskernel smoothing methods
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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