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Quality of fit measures in the framework of quantile regression

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  • Noh, Hohsuk
  • El Ghouch, Anouar
  • Van Keilegom, Ingrid

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  • Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2011. "Quality of fit measures in the framework of quantile regression," LIDAM Discussion Papers ISBA 2011025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2011025
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    File URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2011-25_quality_of_fit_measures_in_the_fit_framework.pdf
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    References listed on IDEAS

    as
    1. Powell, James L. & Stoker, Thomas M., 1996. "Optimal bandwidth choice for density-weighted averages," Journal of Econometrics, Elsevier, vol. 75(2), pages 291-316, December.
    2. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
    3. Van Keilegom, Ingrid & Wang, Lan, 2010. "Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data," LIDAM Reprints ISBA 2010001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
    5. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2010. "Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1529-1564, October.
    6. Elias Masry, 1996. "Multivariate Local Polynomial Regression For Time Series:Uniform Strong Consistency And Rates," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(6), pages 571-599, November.
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