Improved double kernel local linear quantile regression

DOI10.1177/1471082X0700700407zbMath1486.62111OpenAlexW1981664785MaRDI QIDQ4970899

M. C. Jones, Ke-ming Yu

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x0700700407

zbMATH Keywords

maximum likelihoodbandwidth selectionasymmetric Laplace distributionexponential tails

Mathematics Subject Classification ID

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

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