Nonparametric inference for time-varying coefficient quantile regression
Weichi Wu and Zhou Zhou
| Year of publication: |
January 2017
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| Authors: | Wu, Weichi ; Zhou, Zhou |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 98-109
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| Subject: | Integrated squared difference test | Local linear quantile estimators | Local stationarity | Simultaneous confidence tubes | Time-varying models | Variable selection | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1060884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704128