Estimation of additive quantile regression
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 63 (2011)
Issue (Month): 2 (April)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=102845|
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
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.:
- Natalie Neumeyer & Stefan Sperlich, 2006.
"Comparison of Separable Components in Different Samples,"
Scandinavian Journal of Statistics,
Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 477-501.
- Neumeyer, Natalie & Sperlich, Stefan, 2003. "Comparison of separable components in different samples," Technical Reports 2003,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007.
"Quantile and probability curves without crossing,"
CeMMAP working papers
CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Doksum, Kjell & Koo, Ja-Yong, 2000. "On spline estimators and prediction intervals in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 35(1), pages 67-82, November.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Horowitz, Joel L. & Lee, Sokbae, 2005.
"Nonparametric Estimation of an Additive Quantile Regression Model,"
Journal of the American Statistical Association,
American Statistical Association, vol. 100, pages 1238-1249, December.
- Joel Horowitz & Sokbae 'Simon' Lee, 2004. "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers CWP07/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Joel L. Horowitz, 2004. "Nonparametric Estimation of an Additive Quantile Regression Model," Econometric Society 2004 Far Eastern Meetings 721, Econometric Society.
- De Gooijer J.G. & Zerom D., 2003. "On Additive Conditional Quantiles With High Dimensional Covariates," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 135-146, January.
- Yu, Keming & Jones, M. C., 1997. "A comparison of local constant and local linear regression quantile estimators," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 159-166, July.
- Peter Hall & Rodney C. L. Wolff & Qiwei Yao, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
- Collomb, Gérard & Härdle, Wolfgang, 1986. "Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations," Stochastic Processes and their Applications, Elsevier, vol. 23(1), pages 77-89, October.
- Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:245-265. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.