Quantile regression in heteroscedastic varying coefficient models

DOI10.1007/s10182-016-0284-xzbMath1443.62089OpenAlexW2550351598MaRDI QIDQ1622100

Y. Andriyana, Irène Gijbels

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/564567

zbMATH Keywords

longitudinal datavarying coefficient modelsquantile regressionB-splinesP-splinesheteroscedastic error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items

Extreme value inference for quantile regression with varying coefficients, Two-stage variational mode decomposition approach to enhance the estimates of variance function, Weighted quantile regression and testing for varying-coefficient models with randomly truncated data, Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures, Shape testing in quantile varying coefficient models with heteroscedastic error

Uses Software

• GAMLSS
• AER

Cites Work

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