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Improved local quantile regression

Liu, X; Yu, KM; Xu, QF; Tang, XQ

Yu, KM (reprint author), Brunel Univ London, Dept Math, London UB8 3PH, England.

STATISTICAL MODELLING, 2019; 19 (5): 501

Abstract

We investigate a new kernel-weighted likelihood smoothing quantile regression method. The likelihood is based on a normal scale-mixture representation......

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