In theory, semiparametric functional coefficient quantile regression has less hypothesis and more extensive application in order to explain economic phenomena accurately. 半参数变系数分位数回归模型,在理论上其假设前提条件限制比较少,在应用上具有很好的灵活性和很广的适用空间,能够更好地解释现实经济问题。
In this paper, we mainly discuss nonparametric and semiparametric functional coefficient quantile regressions, their estimation methods and applications. 在本文中,主要讨论了非参数和半参数变系数分位数回归模型的估计及其应用。