Lhan Zhou

Texas A & M University

2200 Campbell St,

Commerce, TX 75428

United States

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Functional Data Analysis of Generalized Quantile Regressions

SFB 649 Discussion Paper 2013-001
Number of pages: 26 Posted: 05 Jan 2017
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Texas A & M University, Texas A&M University - Department of Statistics and Humboldt University of Berlin - Institute for Statistics and Econometrics
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Abstract:

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Asymmetric loss function, Common structure, Functional data analysis, Generalized quantile curve, Iteratively reweighted least squares, Penalization