Flexible semi-parametric quantile regression models

This work involves interquantile identification and variable selection in two semi-parametric quantile regression models, an additive model and an additive coefficient model. In the first part, we investigate the commonality of non-parametric component functions among different quantile levels in ad...

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Detalhes bibliográficos
Autor principal: Fan, Zengyan
Outros Autores: Lian Heng
Formato: Tese
Idioma:English
Publicado em: 2017
Assuntos:
Acesso em linha:http://hdl.handle.net/10356/72695