Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach

Author:

Racine Jeffrey S.,Li Kevin

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference35 articles.

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2. Birke, M., Neumeyer, N., Volgushev, S., 2013. The Independence Process in Conditional Quantile Location-Scale Models and an Application to Testing for Monotonicity, Working Paper.

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4. Nonparametric estimates of regression quantiles and their local Bahadur representation;Chaudhuri;Ann. Statist.,1991

5. On average derivative quantile regression;Chaudhuri;Ann. Statist.,1997

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