Flexible semi-parametric quantile regression models

This work involves interquantile identification and variable selection in two semi-parametric quantile regression models, an additive model and an additive coefficient model. In the first part, we investigate the commonality of non-parametric component functions among different quantile levels in ad...

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Bibliographic Details
Main Author: Fan, Zengyan
Other Authors: Lian Heng
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10356/72695
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Institution: Nanyang Technological University
Language: English