Quantile Estimation of A general Single-Index Model

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dc.creatorKong, Efang
dc.creatorXia, Yingcun
dc.date2008-03-17
dc.date2008-09-24
dc.date.accessioned2026-07-07T10:04:31Z
dc.date.available2026-07-07T10:04:31Z
dc.descriptionThe 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 single-index structure for conditional mean and for conditional variance.
dc.description32pages
dc.identifierhttps://arxiv.org/abs/0803.2474
dc.identifierhttp://arxiv.org/abs/0803.2474
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/169703
dc.subjectMethodology
dc.titleQuantile Estimation of A general Single-Index Model
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