Semiparametric quantile regression using family of quantile-based asymmetric densities

DOI10.1016/j.csda.2020.107129OpenAlexW3098379709MaRDI QIDQ830455

Irène Gijbels, Rezaul Karim, Anneleen Verhasselt

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/667506

zbMATH Keywords

asymptotic distributionlocal polynomial fittingbandwidth selectionlocal likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• QBAsyDist

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• Local Linear Quantile Regression
• Regression Quantiles
• Local Maximum Likelihood Estimation and Inference
• Local Polynomial Estimation in Multiparameter Likelihood Models
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference