2 papers
stat.ME2008★ 3 cited
Quantile Estimation of A general Single-Index Model
Efang Kong, Yingcun Xia
The single-index model is one of the most popular semiparametric models in Econometrics. In this paper, we define a quantile regression single-index model, which includes the singl…
math.ST2007
Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model
Efang Kong, Oliver Linton, Yingcun Xia
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes . We establish a strong…