Functional Data Analysis of Generalized Quantile Regressions
Functional Data Analysis of Generalized Quantile Regressions
Generalized quantile regressions, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our approach …