Quantile processes for semi and nonparametric regression
From MaRDI portal
Publication:2408237
DOI10.1214/17-EJS1313zbMath1373.62151arXiv1604.02130MaRDI QIDQ2408237
Stanislav Volgushev, Guang Cheng, Shih-Kang Chao
Publication date: 12 October 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.02130
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (13)
Smoothing Spline Semiparametric Density Models ⋮ Unnamed Item ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Nonparametric inference on smoothed quantile regression process ⋮ Flexible specification testing in quantile regression models ⋮ Additive partially linear models for massive heterogeneous data ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Conditional quantile processes based on series or many regressors ⋮ On the predictive risk in misspecified quantile regression ⋮ A lack-of-fit test for quantile regression process models
This page was built for publication: Quantile processes for semi and nonparametric regression
