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Local Quantile Regression
local MLE excess bound propagation condition adaptive bandwidth selection.
2012/9/18
Quantile regression is a technique to estimate conditional quantile curves. It pro-vides a comprehensive picture of a response contingent on explanatory variables. In a exible modeling framework, a sp...
Censored quantile regression processes under dependence and penalization
quantile regression Bahadur representation variable selection weak convergence censored data dependent data
2012/9/18
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension...