Local linear additive quantile regression
We consider non-parametric additive quantile regression estimation by kernel-weighted local linear fitting. The estimator is based on localizing the characterization of quantile regression as the minimizer of the appropriate 'check function'. A backfitting algorithm and aheuristic rule for...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Blackwell Publishing Ltd
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/30782 |