Local asymptotics for nonparametric quantile regression with regression splines

Weihua Zhao; Heng Lian

doi:10.1016/j.spl.2016.06.002

Author(s)

Weihua Zhao
Heng Lian

Detail(s)

Original language	English
Pages (from-to)	209-215
Journal / Publication	Statistics and Probability Letters
Volume	117
Publication status	Published - 1 Oct 2016
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/j.spl.2016.06.002 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84976572788&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(ccb75633-bccc-48e0-af1a-134c8efe4a24).html

Abstract

We consider nonparametric quantile regression using B-splines and derive local asymptotic properties of the estimator. As a by-product, we establish the convergence rate of the estimator in L_∞ norm which seems to be missing in the literature. Simulations are carried out to investigate the coverage of the pointwise confidence interval.

Research Area(s)

Asymptotic normality, B-splines, Check loss function, L∞ norm

Citation Format(s)

[ RIS ] [ BibTeX ]

Local asymptotics for nonparametric quantile regression with regression splines. / Zhao, Weihua; Lian, Heng.
In: Statistics and Probability Letters, Vol. 117, 01.10.2016, p. 209-215.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Zhao, W & Lian, H 2016, 'Local asymptotics for nonparametric quantile regression with regression splines', Statistics and Probability Letters, vol. 117, pp. 209-215. https://doi.org/10.1016/j.spl.2016.06.002

Zhao, W., & Lian, H. (2016). Local asymptotics for nonparametric quantile regression with regression splines. Statistics and Probability Letters, 117, 209-215. https://doi.org/10.1016/j.spl.2016.06.002

Zhao W, Lian H. Local asymptotics for nonparametric quantile regression with regression splines. Statistics and Probability Letters. 2016 Oct 1;117:209-215. doi: 10.1016/j.spl.2016.06.002

Zhao, Weihua ; Lian, Heng. / Local asymptotics for nonparametric quantile regression with regression splines. In: Statistics and Probability Letters. 2016 ; Vol. 117. pp. 209-215.