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Asymptotics for penalized spline estimators in quantile regression (1209.1156v1)
Published 6 Sep 2012 in math.ST and stat.TH
Abstract: Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asymptotic distribution of the quantile estimator obtained by penalized spline method. A simulation and an exploration of real data are performed to validate our results.
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