Asymptotics for Penalized Spline Estimators in Quantile Regression
نویسندگان
چکیده
منابع مشابه
Asymptotics for penalized spline estimators in quantile regression
Quantile regression predicts the τ -quantile of the conditional distribution of a response variable given the explanatory variable for τ ∈ (0, 1). The aim of this paper is to establish the asymptotic distribution of the quantile estimator obtained by penalized spline method. A simulation and an exploration of real data are performed to validate our results.
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2013
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2013.765477