Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
نویسندگان
چکیده
منابع مشابه
Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
Local polynomial regression is a useful non-parametric regression tool to explore fine data structures and has been widely used in practice. We propose a new non-parametric regression technique called local composite quantile regression smoothing to improve local polynomial regression further. Sampling properties of the estimation procedure proposed are studied. We derive the asymptotic bias, v...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2010
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2009.00725.x