Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions

DOI10.1016/j.csda.2005.07.021zbMath1445.62081OpenAlexW1988972854MaRDI QIDQ959439

Takafumi Kanamori, Ichiro Takeuchi

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.07.021

zbMATH Keywords

quantile regressionconditional meanheteroscedastic errorasymmetric errorlocation scale models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting ⋮ Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models

Uses Software

• SemiPar

Cites Work

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