Local linear additive quantile regression

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...

Full description

Bibliographic Details
Main Authors: Yu, K., Lu, Zudi
Format: Journal Article
Published: Blackwell Publishing Ltd 2004
Subjects:
quantile regression
additive models
average derivative
local linear fitting
bandwidth selection
backfitting algorithm
Online Access:http://hdl.handle.net/20.500.11937/30782

Internet

http://hdl.handle.net/20.500.11937/30782

Similar Items