Quantile regression in varying coefficient models.

DOI10.1016/S0378-3758(03)00110-1zbMath1038.62041OpenAlexW2029992122MaRDI QIDQ1427801

Toshio Honda

Publication date: 14 March 2004

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00110-1

zbMATH Keywords

Quantile regressionAsymptotic normalityFunctional coefficient modelsLocal \(L_1\) regressionLocal linear fittingVarying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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