Local polynomial quantile regression with parametric features

Journal of the American Statistical Association

Volumn 104, Issue 488, 2009, Pages 1416-1429

  Ghouch, Anouar El ^a   Genton, Marc G ^b  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Bias reduction; Local polynomial smoothing; Model misspecification; Robustness; Strong mixing sequence

Indexed keywords

EID: 74049113273     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2009.tm08400     Document Type: Article

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