Local linear additive quantile regression
文献类型：期刊论文
| 作者 | Yu, KM; Lu, ZD |
| 刊名 | SCANDINAVIAN JOURNAL OF STATISTICS
 |
| 出版日期 | 2004-09-01 |
| 卷号 | 31期号:3页码:333-346 |
| 关键词 | additive models average derivative backfitting algorithm bandwidth selection local linear fitting quantile regression |
| ISSN号 | 0303-6898 |
| 英文摘要 | We consider non-parametric additive quantile regression estimation by kernel-weighted local linear fitting. The estimator is based on localizing the characterization of quantile regression as the minimizer of the appropriate 'check function'. A backfitting algorithm and a heuristic rule for selecting the smoothing parameter are explored. We also study the estimation of average-derivative quantile regression under the additive model. The techniques are illustrated by a simulated example and a real data set. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000222961800002 |
| 出版者 | BLACKWELL PUBL LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19289]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yu, KM |
| 作者单位 | 1.Univ Plymouth, Dept Math & Stat, Plymouth PL4 8AA, Devon, England 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yu, KM,Lu, ZD. Local linear additive quantile regression[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2004,31(3):333-346. |
| APA | Yu, KM,&Lu, ZD.(2004).Local linear additive quantile regression.SCANDINAVIAN JOURNAL OF STATISTICS,31(3),333-346. |
| MLA | Yu, KM,et al."Local linear additive quantile regression".SCANDINAVIAN JOURNAL OF STATISTICS 31.3(2004):333-346. |
入库方式： OAI收割
来源：数学与系统科学研究院
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