Quantreg.nonpar: An r package for performing nonparametric series quantile regression
Publication
, Journal Article
Lipsitz, M; Belloni, A; Chernozhukov, V; Fernández-Val, I
Published in: R Journal
January 1, 2016
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.
Duke Scholars
Published In
R Journal
DOI
EISSN
2073-4859
Publication Date
January 1, 2016
Volume
8
Issue
2
Start / End Page
371 / 382
Related Subject Headings
- 4905 Statistics
- 4612 Software engineering
- 0803 Computer Software
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Lipsitz, M., Belloni, A., Chernozhukov, V., & Fernández-Val, I. (2016). Quantreg.nonpar: An r package for performing nonparametric series quantile regression. R Journal, 8(2), 371–382. https://doi.org/10.32614/rj-2016-052
Lipsitz, M., A. Belloni, V. Chernozhukov, and I. Fernández-Val. “Quantreg.nonpar: An r package for performing nonparametric series quantile regression.” R Journal 8, no. 2 (January 1, 2016): 371–82. https://doi.org/10.32614/rj-2016-052.
Lipsitz M, Belloni A, Chernozhukov V, Fernández-Val I. Quantreg.nonpar: An r package for performing nonparametric series quantile regression. R Journal. 2016 Jan 1;8(2):371–82.
Lipsitz, M., et al. “Quantreg.nonpar: An r package for performing nonparametric series quantile regression.” R Journal, vol. 8, no. 2, Jan. 2016, pp. 371–82. Scopus, doi:10.32614/rj-2016-052.
Lipsitz M, Belloni A, Chernozhukov V, Fernández-Val I. Quantreg.nonpar: An r package for performing nonparametric series quantile regression. R Journal. 2016 Jan 1;8(2):371–382.
Published In
R Journal
DOI
EISSN
2073-4859
Publication Date
January 1, 2016
Volume
8
Issue
2
Start / End Page
371 / 382
Related Subject Headings
- 4905 Statistics
- 4612 Software engineering
- 0803 Computer Software
- 0104 Statistics