Time-varying quantile single-index model for multivariate responses

DOI10.1016/j.csda.2018.05.006zbMath1469.62181OpenAlexW2803244328WikidataQ129813087 ScholiaQ129813087MaRDI QIDQ1663105

Weihua Zhao, Yan Zhou, Heng Lian

Publication date: 21 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2018.05.006

zbMATH Keywords

quantile regressionB-splinessingle-index modelmultiple responses

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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