Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Xirong Chen, Degui Li, Qi Li, Zheng Li
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Xirong ; Li, Degui ; Li, Qi ; Li, Zheng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 2, p. 433-450
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| Subject: | Cross-validation | Discrete regressors | Irrelevant covariates | Nonparametric quantile regression | Screening | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304042