Additive varying coefficient models are a natural extension of multiple linear regression models, allowing the regression coefficients to be functions of other variables. Therefore these models are more flexible to model more complex dependencies in data structures. In this paper we consider the...

Quantile regression, as a generalization of median regression, has been widely used in statistical modeling. To allow for analyzing complex data situations, several flexible regression models have been introduced. Among these are the varying coefficient models, that differ from a classical...