Publikation: Variable data driven bandwidth choice in nonparametric quantile regression
Lade...
Dateien
Datum
2002
Autor:innen
Abberger, Klaus
Herausgeber:innen
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Schriftenreihe
Auflagebezeichnung
URI (zitierfähiger Link)
Internationale Patentnummer
Link zur Lizenz
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Open Access Green
Sammlungen
Core Facility der Universität Konstanz
Titel in einer weiteren Sprache
Publikationstyp
Working Paper/Technical Report
Publikationsstatus
Published
Erschienen in
Zusammenfassung
The choice of a smoothing parameter or bandwidth is crucial when applying non- parametric regression estimators. In nonparametric mean regression various meth- ods for bandwidth selection exists. But in nonparametric quantile regression band- width choice is still an unsolved problem. In this paper a selection procedure for local varying bandwidths based on the asymptotic mean squared error (MSE) of the local linear quantile estimator is discussed. To estimate the unknown quantities of the MSE local linear quantile regression based on cross-validation and local likeli- hood estimation is used.
Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
510 Mathematik
Schlagwörter
quantile regression, nonparametric regression, conditional quantile estimation, local linear estimation, local bandwidth selection
Konferenz
Rezension
undefined / . - undefined, undefined
Zitieren
ISO 690
ABBERGER, Klaus, 2002. Variable data driven bandwidth choice in nonparametric quantile regressionBibTex
@techreport{Abberger2002Varia-572,
year={2002},
series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
title={Variable data driven bandwidth choice in nonparametric quantile regression},
number={2002/03},
author={Abberger, Klaus}
}RDF
<rdf:RDF
xmlns:dcterms="http://purl.org/dc/terms/"
xmlns:dc="http://purl.org/dc/elements/1.1/"
xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
xmlns:bibo="http://purl.org/ontology/bibo/"
xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
xmlns:foaf="http://xmlns.com/foaf/0.1/"
xmlns:void="http://rdfs.org/ns/void#"
xmlns:xsd="http://www.w3.org/2001/XMLSchema#" >
<rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/572">
<dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dc:language>eng</dc:language>
<dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/572/1/dp0302.pdf"/>
<bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/572"/>
<dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:06Z</dcterms:available>
<dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:06Z</dc:date>
<foaf:homepage rdf:resource="http://localhost:8080/"/>
<dc:contributor>Abberger, Klaus</dc:contributor>
<dc:rights>terms-of-use</dc:rights>
<dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
<dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dcterms:abstract xml:lang="eng">The choice of a smoothing parameter or bandwidth is crucial when applying non- parametric regression estimators. In nonparametric mean regression various meth- ods for bandwidth selection exists. But in nonparametric quantile regression band- width choice is still an unsolved problem. In this paper a selection procedure for local varying bandwidths based on the asymptotic mean squared error (MSE) of the local linear quantile estimator is discussed. To estimate the unknown quantities of the MSE local linear quantile regression based on cross-validation and local likeli- hood estimation is used.</dcterms:abstract>
<dc:format>application/pdf</dc:format>
<void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
<dc:creator>Abberger, Klaus</dc:creator>
<dcterms:title>Variable data driven bandwidth choice in nonparametric quantile regression</dcterms:title>
<dcterms:issued>2002</dcterms:issued>
<dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/572/1/dp0302.pdf"/>
</rdf:Description>
</rdf:RDF>
