density_quantile_function: Density Quantile Function

Description Usage Arguments References

View source: R/nuisance_quantities.R

Description

Estimate the density quantile function

Usage

1
density_quantile_function(y, x, u, alpha, sparsity, bandwidth_estimator)

Arguments

y

Vector of dependent data

x

Matrix of covariates

u

Quantile residuals

alpha

Probability level

sparsity

iid or ind

bandwidth_estimator

Bofinger, Chamberlain or Hall-Sheather

References

For the iid and nid method, see Koenker (1994), and Hendricks and Koenker (1992). For the bandwidth types, see Bofinger (1975), Chamberlain (1994), and Hall and Sheather(1988).


esreg documentation built on Nov. 16, 2019, 1:07 a.m.