Backfitting and smooth backfitting in varying coefficient quantile regression

DOI10.1111/ECTJ.12017OpenAlexW2161233100MaRDI QIDQ5093229

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Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12017

zbMATH Keywords

integral equationvarying coefficient modelskernel smoothingquantile regressionsmooth backfittingbackfitting

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Hypothesis testing of varying coefficients for regional quantiles ⋮ Generalized partially linear varying coefficient models with multiple smoothing variables ⋮ Varying Coefficient Regression Models: A Review and New Developments

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