Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
Author(s) -
Yudhie Andriyana,
Irène Gijbels,
Anneleen Verhasselt
Publication year - 2016
Publication title -
statistical papers
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.23
H-Index - 36
eISSN - 1613-9798
pISSN - 0932-5026
DOI - 10.1007/s00362-016-0847-7
Subject(s) - quantile regression , heteroscedasticity , quantile , econometrics , statistics , mathematics , quantile function , population , regression analysis , regression , probability density function , cumulative distribution function , demography , sociology
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