Improved double kernel local linear quantile regression
نویسندگان
چکیده
منابع مشابه
Improved double kernel local linear quantile regression
As sample quantiles can be obtained as maximum likelihood estimates of location parameters in suitable asymmetric Laplace distributions, so kernel estimates of quantiles can be obtained as maximum likelihood estimates of location parameters in a general class of distributions with simple exponential tails. In this paper, this observation is applied to kernel quantile regression. In so doing, a ...
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ژورنال
عنوان ژورنال: Statistical Modelling
سال: 2007
ISSN: 1471-082X,1477-0342
DOI: 10.1177/1471082x0700700407