4.2 Article

Asymptotics for penalized spline estimators in quantile regression

Journal

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 52, Issue 14, Pages 4815-4834

Publisher

TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2013.765477

Keywords

Asymptotic normality; B-spline; penalized spline; quantile regression

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This paper focuses on establishing the asymptotic distribution of the quantile estimator obtained by the penalized spline method. Simulation data and real data are used for empirical analysis to validate our results.
Quantile regression predicts the tau-quantile of the conditional distribution of a response variable given the explanatory variable for tau is an element of (0, 1). The aim of this paper is to establish the asymptotic distribution of the quantile estimator obtained by penalized spline method. A simulation and an exploration of real data are performed concerned with our results.

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