Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
Generalized quantile regressions, including the conditional quantiles and expectiles as special cases, are useful …. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our … approach assumes that the generalized quantile regressions share some common features that can be summarized by a small number …