Nonparametric prewhitening estimators for conditional quantiles

Statistica Sinica

Volumn 18, Issue 3, 2008, Pages 1131-1152

  Su, Liangjun ^a,b,d   Ullah, Aman ^c  

^a PEKING UNIVERSITY   (China)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d Peking University   (China)

Author keywords

Local linear quantile regression; Nonparametric quantile regression; Prediction interval; Prewhitening estimator; Weighted Nadaraya Watson estimator

Indexed keywords

EID: 55349100232     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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