quantreg.nonpar: an R package for performing nonparametric series quantile regression

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric...

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Bibliographic Details
Main Authors: Lipsitz, Michael (Author), Belloni, Alexandre (Author), Chernozhukov, Victor V (Author), Fernandez-Val, Ivan (Author)
Format: Article
Language:English
Published: Economic & Social Research Council, 2019-11-07T17:36:24Z.
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