| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151546 | Statistics & Probability Letters | 2016 | 7 Pages |
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∞L∞ norm which seems to be missing in the literature. Simulations are carried out to investigate the coverage of the pointwise confidence interval.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Weihua Zhao, Heng Lian,