Variable data driven bandwidth choice in nonparametric quantile regression
Year of publication: |
2002-01
|
---|---|
Authors: | Abberger, Klaus |
Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
Subject: | quantile regression | nonparametric regression | conditional quantile estimation | local linear estimation | local bandwidth selection | local likelihood | generalized logistic distribution |
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