Citations (8)
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Read on this site (3)
Robert Maderitsch. (2015) Spillovers from the USA to stock markets in Asia: a quantile regression approach. Applied Economics 47:44, pages 4714-4727.
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Jen-Sin Lee & Chung-Hua Shen. (2010) Fund investors’ behavioral patterns in hot times: application of quantile regression. Journal of Statistics and Management Systems 13:1, pages 89-110.
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Young Kyung Lee, Eun Ryung Lee & Byeong
U. Park. (2006) Conditional quantile estimation by local logistic regression†
. Journal of Nonparametric Statistics 18:4-6, pages 357-373.
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Articles from other publishers (5)
Hyunkeun Cho, Seonjin Kim & Mi-Ok Kim. (2017) Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation. Journal of Multivariate Analysis 155, pages 334-343.
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Erniel B. Barrios. (2015) Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond. Communications for Statistical Applications and Methods 22:6, pages 543-556.
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Seonjin Kim. (2015) HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH. Journal of Time Series Analysis 36:1, pages 26-38.
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Young K. Lee, Enno Mammen & Byeong U. Park. (2014) Backfitting and smooth backfitting in varying coefficient quantile regression. The Econometrics Journal 17:2, pages S20-S38.
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Young Kyung Lee, Enno Mammen & Byeong U. Park. (2010) Backfitting and smooth backfitting for additive quantile models. The Annals of Statistics 38:5.
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