esreg (version 0.3.1)

density_quantile_function: Density Quantile Function

Description

Estimate the density quantile function

Usage

density_quantile_function(y, x, u, alpha, sparsity, bandwidth_type)

Arguments

y

Vector of dependent data

x

Matrix of covariates

u

Quantile residuals

alpha

Probability level

sparsity

iid or ind

bandwidth_type

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).