quantreg.nonpar (1.0)

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Nonparametric Series Quantile Regression.


Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.

Maintainer: Ivan Fernandez-Val
Author(s): Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val

License: GPL (>= 2)

Uses: fda, mnormt, quantreg, Rearrangement

Released about 4 years ago.



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