A comparison of local constant and local linear regression quantile estimators

DOI10.1016/S0167-9473(97)00006-6zbMath0900.62182OpenAlexW1994651891MaRDI QIDQ1391248

M. C. Jones, Ke-ming Yu

Publication date: 22 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(97)00006-6

zbMATH Keywords

Kernel smoothingConditional quantileBoundary behaviourLocal polynomial fit

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05)

Related Items (28)

Adaptive quantile regression with precise risk bounds ⋮ Covariate-Adjusted Reference Intervals for Diagnostic Data ⋮ Nonparametric comparison of quantile curves: a stochastic process approach ⋮ Comparing Conditional Quantile Curves ⋮ Generalized nonparametric smoothing with mixed discrete and continuous data ⋮ Nonparametric quantile regression for twice censored data ⋮ On weighted and locally polynomial directional quantile regression ⋮ Nonparametric inference for quantile cointegrations with stationary covariates ⋮ Local linear spatial quantile regression ⋮ Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory ⋮ Estimation of general semi-parametric quantile regression ⋮ Bootstrap confidence bands and partial linear quantile regression ⋮ Estimation of additive quantile regression ⋮ Nonparametric prediction by conditional median and quantiles ⋮ Significance testing in quantile regression ⋮ A variant ofKnearest neighbor quantile regression ⋮ Self-organizing map visualizing conditional quantile functions with multidimensional covariates ⋮ Quantile treatment effects in the regression discontinuity design ⋮ On the local linear modelization of the conditional distribution for functional data ⋮ CONFIDENCE BANDS IN QUANTILE REGRESSION ⋮ Single-index quantile regression ⋮ Local bilinear multiple-output quantile/depth regression ⋮ Non-Crossing Non-Parametric Estimates of Quantile Curves ⋮ Econometric modeling of risk measures: a selective review of the recent literature ⋮ Estimation of conditional quantiles from data with additional measurement errors ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment ⋮ Testing for additivity in nonparametric quantile regression

Cites Work

• Unnamed Item
• Unnamed Item
• Mean squared error properties of kernel estimates of regression quantiles
• Variable bandwidth and local linear regression smoothers
• Multivariate locally weighted least squares regression
• An Effective Bandwidth Selector for Local Least Squares Regression
• Local Linear Quantile Regression
• Design-adaptive Nonparametric Regression
• Regression Quantiles

This page was built for publication: A comparison of local constant and local linear regression quantile estimators