A plug-in bandwidth selector for nonparametric quantile regression

Author:

Conde-Amboage Mercedes,Sánchez-Sellero César

Funder

Ministerio de Economía y Competitividad

European Regional Development Fund

Ministerio de Educación, Cultura y Deporte

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. Abberger K (1998) Cross-validation in nonparametric quantile regression. Allg Statistisches Archiv 82:149–161

2. Abberger K (2002) Variable data driven bandwidth choice in nonparametric quantile regression. Technical Report

3. Bloch DA, Gastwirth JL (1968) On a simple estimate of the reciprocal of the density function. Ann Math Stat 39:1083–1085

4. Bofinger E (1975) Estimation of a density function using order statistics. Aust J Stat 17:1–7

5. Conde-Amboage M (2017) Statistical inference in quantile regression models, Ph.D. Thesis. Universidade de Santiago de Compostela, Spain

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