2014-05-16Buch
Confidence Corridorsfor MultivariateGeneralizedQuantile Regression
Chao, Shih-Kang; Proksch, Katharina; Dette, Holger; Härdle, Wolfgang Karl
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable ...