Local Linear Additive Quantile Regression

101 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (2012, background): “For example, He, Ng and Portnoy (1998), He and Ng (1999), He and Portnoy (2000), De Gooijer and Zerom (2003), Yu and Lu (2004), and Horowitz and Lee (2005) considered the additive quantile regression models for iid data, while Honda (2004) and Cai and Xu (2008) investigated the varying coefficient…”
Local linear spatial quantile regression (2009, background): “For N = 1, our problem reduces to the classical one of quantile (auto)regression for independent or serially dependent observations, and has received extensive attention in the literature: see, for instance, [29], [31], [14], [41], [17], [32], [33], [50], [53], [54], [27], [7], as well as [55].”
Backfitting and smooth backfitting for additive quantile models (2010, background): “Lu and Yu (2004) gave a heuristic discussion of the asymptotic limit of a backfitting local linear quantile estimator.”