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Local composite quantile regression for regression discontinuity

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Local Composite Quantile Regression Smoothing : Flexible Data Structure and Cross-Validation

Huang, Xiao - 2019

In this paper, we study the local composite quantile regression estimator for mixed categorical and continuous data. The local composite quantile estimator is an efficient and safe alternative to the local polynomial method and has been well-studied for continuous covariates. Generalization of...

Persistent link: https://www.econbiz.de/10012899489

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