Robust estimation for a general functional single index model via quantile regression
Hanbing Zhu, Riquan Zhang, Yanghui Liu, Hui Ding
Topics & Concepts
MathematicsQuantile regressionQuantileEstimatorFunctional principal component analysisConditional probability distributionAsymptotic distributionQuantile functionStatisticsConditional expectationSingle-index modelLinear modelPrincipal component analysisEconometricsApplied mathematicsProbability density functionCumulative distribution functionStatistical Methods and InferenceBayesian Methods and Mixture ModelsFinancial Risk and Volatility Modeling