JOURNAL ARTICLE
Single index quantile regression for heteroscedastic data
Eliana ChristouMichael G. Akritas
Year: 2016 Journal: Journal of Multivariate Analysis Vol: 150 Pages: 169-182 Publisher: Elsevier BV
Keywords:
Mathematics Heteroscedasticity Quantile regression Asymptotic distribution Estimator Quantile Identifiability Applied mathematics Asymptotic analysis Conditional expectation Single-index model Nonparametric statistics Statistics Econometrics
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21
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2.77
FWCI (Field Weighted Citation Impact)
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0.92
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Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
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