Asymptotics for penalized spline estimators in quantile regression

Takuma Yoshida

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 14, 4815-4834

Abstract: Quantile regression predicts the τ-quantile of the conditional distribution of a response variable given the explanatory variable for τ ∈ (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 concerned with our results.

Date: 2023
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DOI: 10.1080/03610926.2013.765477

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