Quantile regression in varying coefficient models
- 1 March 2004
- journal article
- Published by Elsevier BV in Journal of Statistical Planning and Inference
- Vol. 121 (1), 113-125
- https://doi.org/10.1016/s0378-3758(03)00110-1
Abstract
No abstract availableThis publication has 23 references indexed in Scilit:
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structureBiometrika, 2002
- Efficient Estimation and Inferences for Varying-Coefficient ModelsJournal of the American Statistical Association, 2000
- Functional-Coefficient Regression Models for Nonlinear Time SeriesJournal of the American Statistical Association, 2000
- Two-step Estimation of Functional Linear Models with Applications to Longitudinal DataJournal of the Royal Statistical Society Series B: Statistical Methodology, 2000
- Quantile smoothing splinesBiometrika, 1994
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗Journal of Nonparametric Statistics, 1994
- Hierarchical Spline Models for Conditional Quantiles and the Demand for ElectricityJournal of the American Statistical Association, 1992
- A weak convergence result useful in robust autoregressionJournal of Statistical Planning and Inference, 1991
- Asymptotics for Least Absolute Deviation Regression EstimatorsEconometric Theory, 1991
- Asymptotic Theory of Least Absolute Error RegressionJournal of the American Statistical Association, 1978