Nonextreme regression quantiles are estimated nonparametrically on the basis of local polynomial approximations to the true conditional quantile function. The consistency of the estimator is shown. The asymptotic normality is proven and the asymptotic confidence interval for the regression...

The goal of robust parameter design experiments is to identify significant location and dispersion factors that can be used to set the mean response at the target level and to decrease the sensitivity of the response to uncontrolled noise factors. We present a hierarchical Bayesian model and use...