quantreg.nonpar
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.
- Version1.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release04/01/2016
Team
Ivan Fernandez-Val
MaintainerShow author detailsVictor Chernozhukov
Michael Lipsitz
Alexandre Belloni
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- Depends4 packages