This paper deals with the estimation of conditional quantiles in varying coe cient models by estimating the coe cients. Varying coe cient models are among popular models that have been proposed to alleviate the curse of dimensionality. Previous works on varying coe cient models deal with conditional
โฆ LIBER โฆ
Identification of Non-Varying Coefficients in Varying-Coefficient Models
โ Scribed by Chang-lin Mei; Chun-xia Zhang
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2005
- Tongue
- English
- Weight
- 210 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0168-9673
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