Backfitting and smooth backfitting for additive quantile models

DOI10.1214/10-AOS808zbMath1200.62039arXiv1011.2592OpenAlexW2049774235MaRDI QIDQ605930

Byeong U. Park, Young Kyung Lee, Enno Mammen

Publication date: 15 November 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2592

zbMATH Keywords

additive modelsnonparametric regressionquantile estimationbackfitting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (26)

Locally polynomial Hilbertian additive regression ⋮ Nonparametric estimation of bivariate additive models ⋮ Nonparametric multiplicative heteroscedasticity in multi-dimensional regression ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Further theoretical and practical insight to the do-validated bandwidth selector ⋮ Component selection in additive quantile regression models ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Hilbertian additive regression with parametric help ⋮ Projection-type estimation for varying coefficient regression models ⋮ Correction: ``Backfitting and smooth backfitting for additive quantile models ⋮ Additive inverse regression models with convolution-type operators ⋮ Additive regression with Hilbertian responses ⋮ Additive Functional Regression for Densities as Responses ⋮ Quantile regression: A short story on how and why ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Unnamed Item ⋮ Nonparametric estimation of noisy integral equations of the second kind ⋮ Flexible generalized varying coefficient regression models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Smooth backfitting for errors-in-variables additive models ⋮ Additive regression for predictors of various natures and possibly incomplete Hilbertian responses ⋮ Additive regression for non-Euclidean responses and predictors ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total ⋮ Asymptotics for in-sample density forecasting ⋮ Testing for additivity in nonparametric quantile regression ⋮ Discussion: Nonparametric estimation of noisy integral equations of the second kind

Cites Work

• Unnamed Item
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Linear smoothers and additive models
• Mean squared error properties of kernel estimates of regression quantiles
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• A simple smooth backfitting method for additive models
• Fitting a bivariate additive model by local polynomial regression
• Asymptotic properties of backfitting estimators
• Nonparametric estimation of an additive model with a link function
• Smooth backfitting in generalized additive models
• Conditional quantile estimation by local logistic regression
• Local Linear Quantile Regression
• Local Linear Additive Quantile Regression
• ARCH tests and quantile regressions
• A kernel method of estimating structured nonparametric regression based on marginal integration
• A Note on Quantiles in Large Samples
• Nonparametric Estimation of an Additive Quantile Regression Model

This page was built for publication: Backfitting and smooth backfitting for additive quantile models