具有幂变换的半参数分位数回归

Power-Transformed Semiparametric Quantile Regression

考虑响应变量具有幂变换的半参数分位数回归模型.非参数部分运用B样条进行估计,通过最小化累积残差平方和来估计Box-cox幂变换中的参数.研究得到了半参数分位数回归模型估计的一致收敛速度.

In this article,we consider the semiparametric quantile regression model with a power transformation on the dependent variable.The nonparametric part is estimated by the use of B-spline.The transformation para-meter is estimated by minimizing the cusum residual square sum.We obtain the uniformly rates of convergence about the estimations of semiparametric quantile regression.