Regression quantiles in nonparametric regression

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@bullet Regression Quantiles in Nonparahetric Regression @bullet Regression Quantiles in Nonparametric Regression

In a nonparametric setup involving stochastic regressors. regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.

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A nonparametric regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning of the covariate space is investigated. Unlike least squares regression trees, which concentrate on modeling the relationship between the response and the covariates at the center of the response distribution, our quantile...

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ژورنال

عنوان ژورنال: Journal of Nonparametric Statistics

سال: 1994

ISSN: 1048-5252,1029-0311

DOI: 10.1080/10485259408832585