Semiparametric estimation of additive quantile regression models by two-fold penalty
In this article, we propose a model selection and semiparametric estimation method for additive models in the context of quantile regression problems. In particular, we are interested in finding nonzero components as well as linear components in the conditional quantile function. Our approach is bas...
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| Format: | Journal Article |
| Language: | English |
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2013
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| Online Access: | https://hdl.handle.net/10356/105477 http://hdl.handle.net/10220/17501 http://dx.doi.org/10.1080/07350015.2012.693851 |