Nonparametric Estimation of an Additive Quantile Regression Model
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation of an Additive Quantile Regression Model
This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n−r/(2r+1) when the additive components are r-times continuously differentiable for some r ≥ 2. This result holds regardless of the dimension of the covariates and, ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2005
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214505000000583