\name{bandwidth.rq} \alias{bandwidth.rq} \title{ bandwidth selection for rq functions } \description{ function to compute bandwidth for sparsity estimation } \usage{ bandwidth.rq(p, n, hs=TRUE, alpha=0.05) } \arguments{ \item{p}{ quantile(s) of interest } \item{n}{ sample size } \item{hs}{ flag for hall-sheather method } \item{alpha}{ alpha level for intended confidence intervals } } \details{ If hs=TRUE (default) then the Hall-Sheather(1988) rule \eqn{O(n^{-1/3})} is used, if hs=FALSE then the Bofinger \eqn{O(n^{-1/5})} is used. } \value{ returns a vector of bandwidths corresponding to the argument p. } \references{ Hall and Sheather(1988, JRSS(B)),Bofinger (1975, Aus. J. Stat)} \author{ Roger Koenker rkoenker@uiuc.edu} \keyword{ regression }