Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

DOI10.1080/07474938.2019.1580947zbMath1490.62103OpenAlexW2963617540WikidataQ128149724 ScholiaQ128149724MaRDI QIDQ5860966

Qichang Xie, Qiankun Sun, Jun-Xian Liu

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2019.1580947

zbMATH Keywords

local polynomial fittingweighted composite quantile regressiongradient estimationleast squares cross-validation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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A critical review of univariate non-parametric estimation of first derivatives

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