Quantile regression for varying coefficient spatial error models

doi:10.1080/03610926.2019.1667396

	Quantile regression for varying coefficient spatial error models
	Dai, Xiaowen ; Li, Erqian ; Tian, Maozai
	2019-09-18
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷号	50 期号:10 页码:2382-2397
摘要	This paper investigates the quantile regression estimation for spatial error models with possibly varying coefficients. The local polynomial fitting scheme is employed to approximate the varying coefficients. The rank-based score test is developed for hypotheses on the model and the constancy of the varying coefficients. The asymptotic properties of the proposed estimators and test statistics are both established. Monte Carlo simulations are conducted to study the finite sample performance of the proposed method. Analysis of a real data example is presented for illustration.
关键词	Spatial error models varying coefficient quantile regression local polynomial approximation
DOI	10.1080/03610926.2019.1667396
收录类别	SCI ; EI ; SSCI ; SCOPUS ; SCIE
ISSN	0361-0926
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000486988600001
出版者	TAYLOR & FRANCIS INC
EI入藏号	20194407596596
EI主题词	Polynomial approximation
原始文献类型	Journal article (JA)
EISSN	1532-415X
引用统计	被引频次：2[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/571
专题	统计与数据科学学院
作者单位	1.Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China; 2.North China Univ Technol, Coll Sci, Beijing, Peoples R China; 3.Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China; 4.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Urumqi, Peoples R China; 5.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Dai, Xiaowen,Li, Erqian,Tian, Maozai. Quantile regression for varying coefficient spatial error models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2019,50(10):2382-2397.
APA	Dai, Xiaowen,Li, Erqian,&Tian, Maozai.(2019).Quantile regression for varying coefficient spatial error models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,50(10),2382-2397.
MLA	Dai, Xiaowen,et al."Quantile regression for varying coefficient spatial error models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 50.10(2019):2382-2397.