Arbeitspapier
Quantreg.nonpar: An R package for performing nonparametric series quantile regression
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. It also provides pointwise and uniform confidence intervals over a region of covariate values and/or quantile indices for the same functions using analytical and resampling methods. This paper serves as an introduction to the package and displays basic functionality of the functions contained within.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP29/17
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
-
Lipsitz, Michael
Belloni, Alexandre
Chernozhukov, Victor
Fernández-Val, Iván
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2017
- DOI
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doi:10.1920/wp.cem.2017.2917
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Lipsitz, Michael
- Belloni, Alexandre
- Chernozhukov, Victor
- Fernández-Val, Iván
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2017
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