Local linear additive quantile regression
| dc.contributor.author | Yu, K. | |
| dc.contributor.author | Lu, Zudi | |
| dc.date.accessioned | 2017-01-30T13:21:30Z | |
| dc.date.available | 2017-01-30T13:21:30Z | |
| dc.date.created | 2010-03-29T20:05:02Z | |
| dc.date.issued | 2004 | |
| dc.identifier.citation | Yu, Keming and Lu, Zudi. 2004. Local linear additive quantile regression. Scandinavian Journal of Statistics. 31 (3): pp. 333-346. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/30782 | |
| dc.identifier.doi | 10.1111/j.1467-9469.2004.03_035.x | |
| dc.description.abstract |
We consider non-parametric additive quantile regression estimation by kernel-weighted local linear fitting. The estimator is based on localizing the characterization of quantile regression as the minimizer of the appropriate 'check function'. A backfitting algorithm and aheuristic rule for selecting the smoothing parameter are explored. We also study the estimation of average-derivative quantile regression under the additive model. The techniques are illustrated by a simulated example and a real data set. | |
| dc.publisher | Blackwell Publishing Ltd | |
| dc.subject | quantile regression | |
| dc.subject | additive models | |
| dc.subject | average derivative | |
| dc.subject | local linear fitting | |
| dc.subject | bandwidth selection | |
| dc.subject | backfitting algorithm | |
| dc.title | Local linear additive quantile regression | |
| dc.type | Journal Article | |
| dcterms.source.volume | 31 | |
| dcterms.source.number | 3 | |
| dcterms.source.startPage | 333 | |
| dcterms.source.endPage | 346 | |
| dcterms.source.issn | 0303-6898 | |
| dcterms.source.title | Scandinavian Journal of Statistics | |
| curtin.accessStatus | Fulltext not available | |
| curtin.faculty | School of Science and Computing | |
| curtin.faculty | Department of Mathematics and Statistics | |
| curtin.faculty | Faculty of Science and Engineering |