Local Composite Quantile Regression Smoothing: Flexible Data Structure and Cross-Validation-Reference-Cited by-同舟云学术

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Local Composite Quantile Regression Smoothing: Flexible Data Structure and Cross-Validation

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Huang Xiao,Lin Zhongjian

Publisher

Elsevier BV

Reference22 articles.

1. Composite Quantile Regression for the Single-Index Model

2. Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function;E Guerre;Econometric Theory,2012

3. Nonparametric estimation of regression functions in the presence of irrelevant regressors;P Hall;The Review of Economics and Statistics,2007

4. Cross-validation and the estimation of conditional probability densities;P Hall;Journal of the American Statistical Association,2004

5. Single-index composite quantile regression;R Jiang;Journal of the Korean Statistical Society,2012

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