Non-crossing convex quantile regression

DOI10.1016/j.econlet.2023.111396arXiv2204.01371OpenAlexW4387614368MaRDI QIDQ6117827

Timo Kuosmanen, Sheng Dai, Xun Zhou

Publication date: 20 March 2024

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.01371

zbMATH Keywords

regularizationquantile functionsimultaneous estimationconvex quantile regressionquantile crossing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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