Combining least-squares and quantile regressions

DOI10.1016/j.jspi.2011.06.018zbMath1235.62050MaRDI QIDQ719480

Yuan Yuan, Alan T. K. Wan, Yong Zhou

Publication date: 10 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.018

zbMATH Keywords

smoothing; generalized method of moments; kernel; estimating equations; empirical likelihood

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Accelerated failure time model with quantile information, Distribution estimation with smoothed auxiliary information, Estimation and inference of combining quantile and least-square regressions with missing data, Estimation and test of restricted linear EV model with nonignorable missing covariates, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION

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