The UvA-LINKER will give you a range of other options to find the full text of a publication (including a direct link to the full-text if it is located on another database on the internet).
De UvA-LINKER biedt mogelijkheden om een publicatie elders te vinden (inclusief een directe link naar de publicatie online als deze beschikbaar is in een database op het internet).
faculty: "FEB" and publication year: "2011"
| Authors||Y. Cheng, J.G. de Gooijer, D. Zerom|
|Title||Efficient estimation of an additive quantile regression model|
|Journal||Scandinavian Journal of Statistics|
|Faculty||Faculty of Economics and Business|
|Institute/dept.||FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM)|
|Abstract||In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator involves sequential fitting by univariate local polynomial quantile regressions for each additive component with the other additive components replaced by the corresponding estimates from the first estimator. The purpose of the extra local averaging is to reduce the variance of the first estimator. We show that the second estimator achieves oracle efficiency in the sense that each estimated additive component has the same variance as in the case when all other additive components were known. Asymptotic properties are derived for both estimators under dependent processes that are strictly stationary and absolutely regular. We also provide a demonstrative empirical application of additive quantile models to ambulance travel times.|
Use this url to link to this page: http://dare.uva.nl/en/record/424733
Contact us about this recordNotify a colleague
Add to bookbag