Asymptotics for penalized spline estimators in quantile regression
نویسنده
چکیده
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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تاریخ انتشار 2012