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Estimating spatial quantile regression with functional coefficients: A robust semiparametric framework

  • Zudi Lu
  • , Qingguo Tang
  • , Longsheng Cheng

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural semiparametric way. The local M-estimators of the unknown functional-coefficient functions are proposed by using local linear approximation, and their asymptotic distributions are then established under weak spatial mixing conditions allowing the data processes to be either stationary or nonstationary with spatial trends. Application to a soil data set is demonstrated with interesting findings that go beyond traditional analysis. © 2014 ISI/BS.
Original languageEnglish
Pages (from-to)164-189
JournalBernoulli
Volume20
Issue number1
DOIs
Publication statusPublished - Feb 2014
Externally publishedYes

Bibliographical note

Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

Research Keywords

  • Asymptotic distributions
  • Functional (varying) coefficient spatial regression
  • Local M-estimators
  • Quantile regression
  • Robust framework
  • Soil data analysis
  • Spatial data

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