The stochastic fluctuation of the quantile regression curve
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More about this item
Keywords
Quantile Regression ; Consistency Rate ; Confidence Band ; Check Function ; Kernel Smoothing ; Nonparametric Fitting;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- J01 - Labor and Demographic Economics - - General - - - Labor Economics: General
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-04-15 (Econometrics)
- NEP-ORE-2008-04-15 (Operations Research)
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