Braekers, Roel; Van Keilegom, Ingrid - In: Journal of Multivariate Analysis 100 (2009) 6, pp. 1270-1281
Consider the model Y=m(X)+[epsilon], where m([dot operator])=med(Y[dot operator]) is unknown but smooth. It is often assumed that [epsilon] and X are independent. However, in practice this assumption is violated in many cases. In this paper we propose modeling the dependence between [epsilon]...