Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85240
Authors: 
Abberger, Klaus
Year of Publication: 
2001
Series/Report no.: 
CoFE Discussion Paper 01/10
Abstract: 
In nonparametric mean regression various methods for bandwidth choice exist. These methods can roughly be divided into plug-in methods and methods based on penalizing functions. This paper uses the approach based on penalizing functions and adapt it to nonparametric quantile regression estimation, where bandwidth choice is still an unsolved problem. Various criteria for bandwitdth choice are defined and compared in some simulation examples.
Subjects: 
nonparametric quantile regression
bandwidth choice
crossvalidation
penalizing functions
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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