Weighted local linear composite quantile estimation for the case of general error distributions

DOI10.1016/j.jspi.2013.01.002zbMath1428.62166OpenAlexW2023291701MaRDI QIDQ1948170

Yujie Gai, Lu Lin, Jing Sun

Publication date: 2 May 2013

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.01.002

zbMATH Keywords

consistencyasymptotic efficiencynonparametric regressionasymmetric distributionlocal linear composite quantile regression

Mathematics Subject Classification ID

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

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