Research on quantile regression for panel data

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In this project, I analyzed the fixed effects quantile regression model and established the asymptotic properties for two estimators of the coefficient vector , namely, the estimator minimizing the check loss function used conventionally in the quantile regression literature and the one minimizing the smoothed version of the check function. Moreover, I considered the situation where the dependent variable is s calar and the covariate is a random function, focused on the functional linear quantile regression model, and established the sharp asymptotic properties for the PCA-based estimator on the slope function and related parameters.