Randomized quantile regression estimation for heteroskedastic non parametric model

DOI10.1080/03610926.2015.1096393zbMath1462.62251OpenAlexW2560758903MaRDI QIDQ5351748

Wei Xiong, Man-Lai Tang, Mao-Zai Tian

Publication date: 30 August 2017

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1096393

zbMATH Keywords

robustasymptotic relative efficiencylocal linear regressionerror densityheterokcedastic variance functionrandomized quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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