Adaptive local linear quantile regression

DOI10.1007/S10255-011-0087-5zbMath1302.62080OpenAlexW1970056774MaRDI QIDQ475704

Yu-Nan Su, Mao-Zai Tian

Publication date: 27 November 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0087-5

zbMATH Keywords

robustnessquantile regressionlocal linear regressionadaptive smoothingautomatic choice of window size

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Nonparametric estimation (62G05)

Related Items (2)

Adaptive quantile regression with precise risk bounds ⋮ A variant ofKnearest neighbor quantile regression

Uses Software

• AWS

Cites Work

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