Local asymptotics for quantile smoothing splines

DOI10.1214/AOS/1034276636zbMath0898.62044OpenAlexW2084785139MaRDI QIDQ1355187

Stephen L. Portnoy

Publication date: 19 May 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1034276636

zbMATH Keywords

rates of convergencenonparametric regressionconditional quantilesquantile smoothing splinesBahadur representations

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (22)

Inference for single-index quantile regression models with profile optimization ⋮ Locally adaptive regression splines ⋮ Empirical likelihood inference for generalized additive partially linear models ⋮ Asymptotics for penalized spline estimators in quantile regression ⋮ Convergence rate and Bahadur type representation of general smoothing spline M-estimates ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Quantile regression in varying coefficient models. ⋮ COBS: qualitatively constrained smoothing via linear programming ⋮ Tie the straps: uniform bootstrap confidence bands for semiparametric additive models ⋮ Some asymptotic results on bivariate quantile splines ⋮ Quantile based dimension reduction in censored regression ⋮ Penalized Triograms: Total Variation Regularization for Bivariate Smoothing ⋮ Local asymptotics for regression splines and confidence regions ⋮ Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions ⋮ GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS ⋮ Adaptive estimation with soft thresholding penalties ⋮ Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression ⋮ Network quantile autoregression ⋮ On the predictive risk in misspecified quantile regression ⋮ Quantile splines with several covariates ⋮ Local extremes, runs, strings and multiresolution. (With discussion) ⋮ M-estimation using penalties or sieves

Cites Work

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• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Estimating the dimension of a model
• Locally adaptive regression splines
• Adaptive \(L\)-estimation for linear models
• A study of logspline density estimation
• Tests of linear hypotheses based on regression rank scores
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Regression and time series model selection in small samples
• Regression Quantiles
• Quantile smoothing splines

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