Randomized quantile regression estimation for heteroskedastic non parametric model

DOI10.1080/03610926.2015.1096393MaRDI QIDQ5351748zbMATH OpenOpenAlexFDO

Authors Wei Xiong, Man-Lai Tang, Maozai Tian

Publication date 30 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1096393

zbMATH Keywords

asymptotic relative efficiencyerror densityheterokcedastic variance functionlocal linear regressionrandomized quantile regressionrobust

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cited in

(2)

• Quantile inference for heteroscedastic regression models
• Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions

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