ON COMPARISON OF ESTIMATION METHODS IN QUANTILE REGRESSION

DOI10.17654/AS052030203zbMath1422.62144OpenAlexW2795134449MaRDI QIDQ5229413

Song Jea Woo, Kee-Hoon Kang

Publication date: 15 August 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/as052030203

zbMATH Keywords

bandwidthplug-innonparametric estimationlocal linear estimationparametric estimationdistribution of extreme valuesdouble kernel estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Statistics of extreme values; tail inference (62G32)

Cites Work

• Unnamed Item
• An Effective Bandwidth Selector for Local Least Squares Regression
• Local Linear Quantile Regression
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Regression Quantiles

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