Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
Qichang Xie, Qiankun Sun, and Junxian Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Xie, Qichang ; Sun, Qiankun ; Liu, Junxian |
| Subject: | Gradient estimation | least squares cross-validation | local polynomial fitting | weighted composite quantile regression | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1580947 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181442