Confidence Bands In Quantile Regression
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 26 (2010)
Issue (Month): 04 (August)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
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- Murphy, Kevin M & Welch, Finis, 1990. "Empirical Age-Earnings Profiles," Journal of Labor Economics, University of Chicago Press, vol. 8(2), pages 202-29, April.
- Lejeune, Michel G. & Sarda, Pascal, 1988. "Quantile regression: a nonparametric approach," Computational Statistics & Data Analysis, Elsevier, vol. 6(3), pages 229-239, April.
- Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May.
- Haerdle,W. & Janssen,P. & Serfling,R., 1986. "Strong uniform consistency rates for estimators of conditional functionals," Discussion Paper Serie A 63, University of Bonn, Germany.
- Efang Kong & Oliver Linton & Yingcun Xia, 2009.
"Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model,"
STICERD - Econometrics Paper Series
/2009/535, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Kong, Efang & Linton, Oliver & Xia, Yingcun, 2010. "Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1529-1564, October.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521845731, October.
- Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012.
"A Consistent Nonparametric Test For Causality In Quantile,"
Cambridge University Press, vol. 28(04), pages 861-887, August.
- Kiho Jeong & Wolfgang Härdle, 2008. "A Consistent Nonparametric Test for Causality in Quantile," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(01), pages 169-192, February.
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(1), pages 23-47, February.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle, 2014. "Confidence Corridors for Multivariate Generalized Quantile Regression," SFB 649 Discussion Papers SFB649DP2014-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman, 2012. "Local Constant and Local Bilinear Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2012-003, ULB -- Universite Libre de Bruxelles.
- Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
- Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl Härdle & Martin Odening, 2011. "Increasing Weather Risk: Fact or Fiction?," SFB 649 Discussion Papers SFB649DP2011-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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