Improved local quantile regression

Xi Liu, Keming Yu, Qifa Xu, Xueqing Tang

Research output: Contribution to journalArticlepeer-review

Abstract

We investigate a new kernel-weighted likelihood smoothing quantile regression method. The likelihood is based on a normal scale-mixture representation of asymmetric Laplace distribution (ALD). This approach enjoys the same good design adaptation as the local quantile regression (Spokoiny et al., 2013, Journal of Statistical Planning and Inference, 143, 1109–1129), particularly for smoothing extreme quantile curves, and ensures non-crossing quantile curves for any given sample. The performance of the proposed method is evaluated via extensive Monte Carlo simulation studies and one real data analysis.
Original languageEnglish
JournalStatistical Modelling
DOIs
Publication statusPublished - 9 Jul 2018

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