Multiple Quantile Modelling via Reduced Rank Regression

DOI10.5705/ss.202016.0426zbMath1426.62125OpenAlexW2776639704MaRDI QIDQ5226642

Yanyuan Ma, Weihua Zhao, Heng Lian

Publication date: 1 August 2019

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0426

zbMATH Keywords

quantile regressionreduced-rank regressioncomposite quantile regressiongeneralized method of momentoptimal estimating equationslinear quantile regressioncheck function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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