Combining least-squares and quantile regressions

DOI10.1016/j.jspi.2011.06.018zbMath1235.62050OpenAlexW2060303301MaRDI QIDQ719480

Yuan Yuan, Alan T. K. Wan, Yong Zhou

Publication date: 10 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.018

zbMATH Keywords

smoothinggeneralized method of momentskernelestimating equationsempirical likelihood

Mathematics Subject Classification ID

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

Related Items

Accelerated failure time model with quantile information ⋮ Distribution estimation with smoothed auxiliary information ⋮ SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION ⋮ Estimation and test of restricted linear EV model with nonignorable missing covariates ⋮ Estimation and inference of combining quantile and least-square regressions with missing data

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