density_quantile_function {esreg} | R Documentation |
Density Quantile Function
Description
Estimate the density quantile function
Usage
density_quantile_function(y, x, u, alpha, sparsity, bandwidth_estimator)
Arguments
y |
Vector of dependent data |
x |
Matrix of covariates |
u |
Quantile residuals |
alpha |
Probability level |
sparsity |
iid or ind |
bandwidth_estimator |
Bofinger, Chamberlain or Hall-Sheather |
References
For the iid and nid method, see Koenker (1994), and Hendricks and Koenker (1992). For the bandwidth types, see Bofinger (1975), Chamberlain (1994), and Hall and Sheather(1988).
[Package esreg version 0.6.2 Index]