View source: R/nuisance_quantities.R
density_quantile_function | R Documentation |
Estimate the density quantile function
density_quantile_function(y, x, u, alpha, sparsity, bandwidth_estimator)
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 |
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).
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