Selection of bandwidth for local linear composite quantile regression smoothing

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes.

In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial method, and has been well studied in stationary time series. In this paper, we relax the stationarity ...

متن کامل

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...

متن کامل

Performance of Bandwidth Selection Rules for the Local Linear Regression

The choice of bandwidth is crucial in the nonparametric estimation procedure. A number of methods to choose the associated bandwidth have been developed. In this paper we studied three existing bandwidth selectors for local linear regression with different design matrix characteristics. The performances illustrate that although there is no uniformly dominating rule, the variable bandwidth selec...

متن کامل

Local Linear Spatial Quantile Regression

Let {(Yi,Xi), i ∈ Z} be a stationary real-valued (d+1)-dimensional spatial processes. Denote by x 7→ qp(x), p ∈ (0, 1), x ∈ R, the spatial quantile regression function of order p, characterized by P{Yi ≤ qp(x)|Xi = x} = p. Assume that the process has been observed over an N -dimensional rectangular domain of the form In := {i = (i1, . . . , iN) ∈ Z N |1 ≤ ik ≤ nk, k = 1, . . . , N}, with n = (n...

متن کامل

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 ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Korean Journal of Applied Statistics

سال: 2017

ISSN: 1225-066X

DOI: 10.5351/kjas.2017.30.5.733