Title: Composite quantile regression estimation in non-parametric regression model under left-truncated data
Abstract:In this paper, a local linear composite quantile regression estimator of regression function is constructed in the regression model with heteroscedastic error under left-truncated data.The asymptotic ...In this paper, a local linear composite quantile regression estimator of regression function is constructed in the regression model with heteroscedastic error under left-truncated data.The asymptotic normality of the proposed estimator is also established. The estimator is much more efficient than the local linear regression estimator for commonly-used non-normal error distributions via simulations.Read More
Publication Year: 2015
Publication Date: 2015-01-01
Language: en
Type: article
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