A comparison of local constant and local linear regression quantile estimators

Computational Statistics and Data Analysis

Volumn 25, Issue 2, 1997, Pages 159-166

  Yu, Keming ^a   Jones, M C ^a  

^a OPEN UNIVERSITY   (United Kingdom)

Author keywords

Boundary behaviour; Conditional quantile; Kernel smoothing; Local polynomial fit

Indexed keywords

BOUNDARY CONDITIONS; LINEAR ALGEBRA; POLYNOMIALS; REGRESSION ANALYSIS; VECTORS;

BOUNDARY BEHAVIOUR; CONDITIONAL QUANTILE; KERNEL SMOOTHING; LOCAL CONSTANT; LOCAL CONSTANT FITTING; LOCAL LINEAR FITTING; LOCAL LINEAR REGRESSION QUANTILE ESTIMATORS; LOCAL POLYNOMIAL FIT;

ESTIMATION;

HYPOTHESIS TESTING; LINEAR REGRESSION; QUANTILE ESTIMATION;

EID: 0031180195     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(97)00006-6     Document Type: Article

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