LOCAL PARTITIONED QUANTILE REGRESSION

Zhang, ZY

Zhang, ZY (reprint author), Shanghai Univ Finance & Econ, Sch Econ, 777 Guoding Rd, Shanghai 200433, Peoples R China.

ECONOMETRIC THEORY, 2017; 33 (5): 1081

Abstract

In this paper, we consider the nonparametric estimation of a broad class of quantile regression models, in which the partially linear, additive, and v......

Full Text Link