Non-crossing quantile regression via doubly penalized kernel machine
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References listed on IDEAS
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Das, Priyam & Ghosal, Subhashis, 2017. "Bayesian quantile regression using random B-spline series prior," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 121-143.
- Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
More about this item
KeywordsCrossing; Doubly penalized kernel machine; Location-scale model; Model selection; Quantile regression; SVM;
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