Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity Hasselt University KU Leuven
Quantile regression is an important tool for describing the characteristics of conditional distributions. Population conditional quantile functions cannot cross for different quantile orders. Unfortunately estimated regression quantile curves often violate this and cross each other, which can be very annoying for interpretations and further analysis. In this paper we are concerned with flexible varying-coefficient modelling, and develop methods ...