Cheng, Yebin; Gooijer, Jan G. De; Zerom, Dawit - Tinbergen Instituut - 2009
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By...