Variable data driven bandwidth choice in nonparametric quantile regression

Lade...
Vorschaubild
Dateien
dp0302.pdf
dp0302.pdfGröße: 199.55 KBDownloads: 90
Datum
2002
Autor:innen
Abberger, Klaus
Herausgeber:innen
Kontakt
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Auflagebezeichnung
DOI (zitierfähiger Link)
ArXiv-ID
Internationale Patentnummer
EU-Projektnummer
DFG-Projektnummer
Angaben zur Forschungsförderung (Freitext)
Projekt
Open Access-Veröffentlichung
Gesperrt bis
Titel in einer weiteren Sprache
Forschungsvorhaben
Organisationseinheiten
Zeitschriftenheft
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 690ABBERGER, Klaus, 2002. Variable data driven bandwidth choice in nonparametric quantile regression
BibTex
@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>
Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Kontakt
URL der Originalveröffentl.
Prüfdatum der URL
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Begutachtet
Diese Publikation teilen