Quantile regression in partially linear varying coefficient models
نویسندگان
چکیده
منابع مشابه
Quantile Regression in Partially Linear Varying Coefficient Models by Huixia
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/09-aos695