Semiparametric estimation of additive quantile regression models by two-fold penalty

• المؤلف الرئيسي: Lian, Heng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/105477; http://hdl.handle.net/10220/17501; http://dx.doi.org/10.1080/07350015.2012.693851
• المؤسسة: Nanyang Technological University

In this article, we propose a model selection and semiparametric estimation method for additive models in the context of quantile regression problems. In particular, we are interested in finding nonzero components as well as linear components in the conditional quantile function. Our approach is bas...