JOURNAL ARTICLE

Quantile regression in heteroscedastic varying coefficient models

Yudhie AndriyanaIrène Gijbels

Year: 2016 Journal:   AStA Advances in Statistical Analysis Vol: 101 (2)Pages: 151-176   Publisher: Springer Science+Business Media
Keywords:
Homoscedasticity Heteroscedasticity Quantile regression Econometrics Quantile Mathematics Regression analysis Statistics Covariate

Metrics

10
Cited By
1.39
FWCI (Field Weighted Citation Impact)
31
Refs
0.86
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence

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