Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition-Reference-Cited by-同舟云学术

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Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition

Published:2018-01-03 Issue:2 Volume:30 Page:291-307
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Li Yu-Ning¹^ORCID,Zhang Yi¹

Affiliation:

1. School of Mathematical Sciences, Zhejiang University, Hangzhou, People's Republic of China

Funder

Natural Science Foundation of Zhejiang Province

Research Project of Humanities and Social Science of Ministry of Education of China

Fundamental Research Funds for the Central Universities

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2017.1418869

Reference24 articles.

1. Descriptive Statistics for Nonparametric Models. III. Dispersion

2. Noncrossing quantile regression curve estimation

3. Quantile inference for heteroscedastic regression models

4. Quantile and Probability Curves Without Crossing

5. Non-crossing non-parametric estimates of quantile curves

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