Efficient quantile estimation for functional-coefficient partially linear regression models

DOI10.1007/s11401-011-0669-9zbMath1298.62118OpenAlexW1967987988MaRDI QIDQ741450

Rong Jiang, Zhan-Gong Zhou, Wei-Min Qian

Publication date: 12 September 2014

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-011-0669-9

zbMATH Keywords

asymptotic normalityquantile regressionlocal linear methodbackfitting techniquefunctional-coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items

Quantile regression for single-index-coefficient regression models ⋮ Extreme quantile regression for tail single-index varying-coefficient models ⋮ Two step composite quantile regression for single-index models

Cites Work

• Local polynomial fitting in semivarying coefficient model
• Quantile regression with varying coefficients
• Quantile regression in partially linear varying coefficient models
• Quantile regression in varying coefficient models.
• Functional-coefficient partially linear regression model
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
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