Combining regression quantile estimators

zbMATH Open1166.62022MaRDI QIDQ5325823FDOQ5325823

Authors Kejia Shan, Yuhong Yang 

Publication date 24 July 2009

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n316/j19n316.html

zbMATH Keywords

model combinationaggregation of estimatorsadaptive quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15)

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