CONFIDENCE BANDS IN QUANTILE REGRESSION

By Wolfgang Karl Härdle, Song Song. Econometric Theory, 2009

52 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a3e8dd12bdf3815325e4b00adf27ea6d21b535bb

How researchers see this paper

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

In Control and Systems Engineering

1. Vladimir Spokoiny
2. Weining Wang
3. Wolfgang Karl Härdle

In Statistics and Probability

1. Vladimir Spokoiny
2. Weining Wang
3. Wolfgang Karl Härdle
4. Jiti Gao
5. D. Chetverikov
6. Maxim Panov
7. Yingcun Xia
8. Arnak S. Dalalyan

Citations in the corpus

• Local quantile regression (2010, background): “Moreover, the flexible adaptive curve is not a consequence of overfitting since it still mostly lies in the confidence bands produced by fixed bandwidth estimation, see Härdle and Song (2010). Figure 8 shows the first derivative curve for above example.”