Nonparametric Series Quantile Regression

Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.


Reference manual

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install.packages("quantreg.nonpar")

1.0 by Ivan Fernandez-Val, 11 years ago


Browse source code at https://github.com/cran/quantreg.nonpar


Authors: Michael Lipsitz , Alexandre Belloni , Victor Chernozhukov , Ivan Fernandez-Val


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on quantreg, mnormt, fda, Rearrangement


See at CRAN