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Non-crossing quantile regression via doubly penalized kernel machine

Author

Listed:
  • Jooyong Shim
  • Changha Hwang

    ()

  • Kyung Seok

Abstract

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Suggested Citation

  • Jooyong Shim & Changha Hwang & Kyung Seok, 2009. "Non-crossing quantile regression via doubly penalized kernel machine," Computational Statistics, Springer, vol. 24(1), pages 83-94, February.
  • Handle: RePEc:spr:compst:v:24:y:2009:i:1:p:83-94
    DOI: 10.1007/s00180-008-0123-y
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    File URL: http://hdl.handle.net/10.1007/s00180-008-0123-y
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    References listed on IDEAS

    as
    1. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
    2. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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    Cited by:

    1. 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.
    2. Ilaria Lucrezia Amerise, 2013. "Weighted Non-Crossing Quantile Regressions," Working Papers 201308, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.

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