REFERENCES
- Baur, D.G., Dimpfl, T., Jung, R.C. (2012), Stock Return Autocorrelations Revisited: A Quantile Regression Approach, Journal of Empirical Finance, 19, 254–265.
- Cai, Z., Xu, X. (2009), Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models, Journal of the American Statistical Association, 104, 371–383.
- Chaudhuri, P. (1991), Global Nonparametric Estimation of Conditional Quantile Functions and Their Derivatives, Journal of Multivariate Analysis, 39, 246–269.
- Cragg, J.G., Donald, S.G. (1996), On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix, Journal of the American Statistical Association, 91, 1301–1309.
- Fan, J., Zhang, C., Zhang, J. (2001), Generalized Likelihood Ratio Statistics and Wilks Phenomenon, The Annals of Statistics, 29, 153–193.
- Fan, J., Zhang, W. (2000), Simultaneous Confidence Bands and Hypothesis Testing in Varying-Coefficient Models, Scandinavian Journal of Statistics, 27, 715–731.
- (2008), Statistical Methods With Varying Coefficient Models, Stat Interface, 1, 179–195.
- Feng, X., He, X. (2009), Inference on Low-Rank Data Matrices With Applications to Microarray Data, The Annals of Applied Statistics, 3, 1634–1654.
- Feng, X., He, X., Hu, J. (2011), Wild Boostrap for Quantile Regression, Biometrica, 98, 995–999.
- Fitzenberger, B., Koenker, R., and Machado, J. (eds.) (2002), Economic Application of Quantile Regression, Heidelberg, Germany: Physica-Verlag.
- Gill, L., (1992), Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models, Journal of the American Statistical Association, 87, 766–776.
- Hastie, T., Tibshirani, B. (1993), Varying-Coefficient Models, Journal of the Royal Statistical Society, 55, 757–796.
- He, X., Shao, Q. (2000), On Parameters of Increasing Dimensions, Journal of Multivariate Analysis, 73, 120–135.
- Hendricks, W., Koenker, R. (1992), Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity, Journal of the American Statistical Association, 87, 58–68.
- Huang, L., Zhu, W., Saunders, C.P., MacLeod, J.N., Zhou, M., Stromberg, A.J., Bathke, A.C. (2008), A Novel Application of Quantile Regression for Identification of Biomarkers Exemplified by Equine Cartilage Microarray Data, BMC Bioinformatics, 9, 300–307.
- Kim, M.O. (2007), Quantile Regression With Varying Coefficients, The Annals of Statistics, 35, 92–108.
- Kleibergen, F., Paap, R. (2006), Generalized Reduced Rank Tests Using the Singular Value Decomposition, Journal of Econometrics, 133, 97–126.
- Koenker, R. (2005), Quantile Regression, Cambridge, UK: Cambridge University Press.
- Koenker, R., Bassett, G.J. (1978), Regression Quantiles, Econometrica, 46, 33–50.
- Lee, Y., Mammen, E., Park, B. (2013), Backfitting and Smooth Backfitting in Varying Coefficient Quantile Regression, The Econometrics Journal, 17, S20–S38.
- Pena, J.M. (1997), B-Splines and Optimal Stability, Mathematics of Computation, 66, 1555–1560.
- Wang, H., Zhu, Z., Zhou, J. (2009), Quantile Regression in Partially Linear Varying Coefficient Models, The Annals of Statistics, 37, 3841–3866.
- Wei, Y., He, X. (2006), Conditional Growth Charts, The Annals of Statistics, 34, 2069–2097.
- Zhang, T., Wu, W.B. (2012), Inference of Time-Varying Regression Models, The Annals of Statistics, 40, 1376–1402.