Local linear additive quantile regression

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	Local linear additive quantile regression
	Yu, KM ; Lu, ZD
	2004-09-01
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
卷号	31 期号:3 页码:333-346
摘要	We consider non-parametric additive quantile regression estimation by kernel-weighted local linear fitting. The estimator is based on localizing the characterization of quantile regression as the minimizer of the appropriate 'check function'. A backfitting algorithm and a heuristic rule for selecting the smoothing parameter are explored. We also study the estimation of average-derivative quantile regression under the additive model. The techniques are illustrated by a simulated example and a real data set.
关键词	additive models average derivative backfitting algorithm bandwidth selection local linear fitting quantile regression
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000222961800002
出版者	BLACKWELL PUBL LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19290
专题	中国科学院数学与系统科学研究院
通讯作者	Yu, KM
作者单位	1.Univ Plymouth, Dept Math & Stat, Plymouth PL4 8AA, Devon, England 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China
推荐引用方式 GB/T 7714	Yu, KM,Lu, ZD. Local linear additive quantile regression[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2004,31(3):333-346.
APA	Yu, KM,&Lu, ZD.(2004).Local linear additive quantile regression.SCANDINAVIAN JOURNAL OF STATISTICS,31(3),333-346.
MLA	Yu, KM,et al."Local linear additive quantile regression".SCANDINAVIAN JOURNAL OF STATISTICS 31.3(2004):333-346.