Local linear additive quantile regression

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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...

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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

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