Quantile Regression in Varying-Coefficient Models
AHe V(t)-approach
AHe V(X(t),t)-approach
Individual quantile objective function
Unweighted simultaneous objective function
Stepwise procedure
Weighted simultaneous objective function
Testing the shape of a functional coefficient in the median and/or the...
Variability Estimation and Testing
Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.