Conditional quantile processes based on series or many regressors
Conditional quantile processes based on series or many regressors
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes.The impact is described by the conditional quantile function and its functionals.In this paper we develop the nonparametric QR series framework, covering many regressors as a special case, for performing inference on the entire conditional …