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.

Package details

AuthorMichael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
MaintainerIvan Fernandez-Val <ivanf@bu.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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quantreg.nonpar documentation built on May 2, 2019, 5:40 a.m.