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Adaptive local linear quantile regression

✍ Scribed by Yu-nan Su; Mao-zai Tian


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
637 KB
Volume
27
Category
Article
ISSN
0168-9673

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In this work, we introduce the local linear semivariogram. Several properties of this estimator are established and compared with those of the Nadaraya-Watson semivariogram. Finally, an adaptation of Shapiro and Botha's ΓΏt is applied to produce a valid estimator.