In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial...

It is not unusual for the response variable in a regression model to be subject to censoring or truncation. Tobit regression models are a specific example of such a situation, where for some observations the observed response is not the actual response, but rather the censoring value...