Local Linear Quantile Regression
From MaRDI portal
Publication:3839596
DOI10.2307/2669619zbMath0906.62038OpenAlexW4245258463MaRDI QIDQ3839596
Publication date: 22 February 1999
Full work available at URL: https://doi.org/10.2307/2669619
conditional quantilebandwidth selectionkernel estimatornonparametric regressionlocal linear regressionrule-of-thumbreference chart
Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (only showing first 100 items - show all)
Kernel smoothed prediction intervals for ARMA models ⋮ Smoothly mixing regressions ⋮ Robust estimation of nonparametric function via addition sequence ⋮ Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables ⋮ Semiparametric quantile regression using family of quantile-based asymmetric densities ⋮ A nonparametric measure of heteroskedasticity ⋮ Local linear quantile estimation for nonstationary time series ⋮ Vector quantile regression: an optimal transport approach ⋮ Inference for single-index quantile regression models with profile optimization ⋮ Nonparametric estimation of conditional VaR and expected shortfall ⋮ Local asymptotics for nonparametric quantile regression with regression splines ⋮ Conditional value-at-risk: semiparametric estimation and inference ⋮ Smooth conditional distribution estimators using Bernstein polynomials ⋮ Function compositional adjustments of conditional quantile curves ⋮ Nonparametric quantile regression for twice censored data ⋮ Bayesian non-parametric simultaneous quantile regression for complete and grid data ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Conditional quantile estimation based on optimal quantization: from theory to practice ⋮ Quantile regression methods with varying-coefficient models for censored data ⋮ Earthquake parametric insurance with Bayesian spatial quantile regression ⋮ Local linear spatial quantile regression ⋮ Backfitting and smooth backfitting for additive quantile models ⋮ Identification and estimation in quantile varying-coefficient models with unknown link function ⋮ Counterfactual distributions of wages via quantile regression with endogeneity ⋮ Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory ⋮ A comparison of local constant and local linear regression quantile estimators ⋮ Asymptotics of nonparametric L-1 regression models with dependent data ⋮ Estimation of general semi-parametric quantile regression ⋮ Bootstrap confidence bands and partial linear quantile regression ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ A direct approach to inference in nonparametric and semiparametric quantile models ⋮ Nonparametric circular quantile regression ⋮ Conditional copulas, association measures and their applications ⋮ Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting ⋮ Estimation of additive quantile regression ⋮ Nonparametric prediction by conditional median and quantiles ⋮ Asymptotically efficient estimation of the conditional expected shortfall ⋮ Significance testing in quantile regression ⋮ Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data ⋮ An omnibus test of goodness-of-fit for conditional distributions with applications to regression models ⋮ A robust test of specification based on order statistics ⋮ An adaptive composite quantile approach to dimension reduction ⋮ Conditional quantile estimation through optimal quantization ⋮ Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction ⋮ Adaptive local linear quantile regression ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations ⋮ Imputation based statistical inference for partially linear quantile regression models with missing responses ⋮ Tail dimension reduction for extreme quantile estimation ⋮ Simultaneous estimation of multiple conditional regression quantiles ⋮ Efficient estimation in the partially linear quantile regression model for longitudinal data ⋮ Quantile regression for robust inference on varying coefficient partially nonlinear models ⋮ Sliced inverse regression in reference curves estimation ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ 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 ⋮ Quantile based dimension reduction in censored regression ⋮ Quantile regression and variable selection for partially linear model with randomly truncated data ⋮ Fixed design regression quantiles for time series ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ A plug-in bandwidth selector for nonparametric quantile regression ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ Robust quantile estimation and prediction for spatial processes ⋮ Computation and application of robust data-driven bandwidth selection for gradient function estimation ⋮ Single-index quantile regression ⋮ A nonparametric approach for quantile regression ⋮ High-throughput data analysis in behavior genetics ⋮ Improving precipitation forecasts using extreme quantile regression ⋮ Local polynomial expectile regression ⋮ Quantile regression with varying coefficients ⋮ A quantile correlated random coefficients panel data model ⋮ Quantile index coefficient model with variable selection ⋮ Two step composite quantile regression for single-index models ⋮ Semiparametric quantile regression estimation in dynamic models with partially varying coefficients ⋮ On possibilistic representations of fuzzy intervals ⋮ Single index quantile regression for heteroscedastic data ⋮ Quantile regression for dynamic partially linear varying coefficient time series models ⋮ Central quantile subspace ⋮ Semiparametric quantile regression with random censoring ⋮ Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection ⋮ Econometric modeling of risk measures: a selective review of the recent literature ⋮ Asymptotic normality of a nonparametric conditional quantile estimator for random fields ⋮ Weighted quantile regression and testing for varying-coefficient models with randomly truncated data ⋮ Estimation of conditional quantiles from data with additional measurement errors ⋮ Semiparametric quantile modelling of hierarchical data ⋮ Approximating conditional density functions using dimension reduction ⋮ Cluster-based least absolute deviation regression for dimension reduction ⋮ Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications ⋮ Quantile regression in partially linear varying coefficient models ⋮ Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates ⋮ Non-separable models with high-dimensional data ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ Estimation of the envelope of a point set with loose boundaries ⋮ Local linear quantile regression with truncated and dependent data ⋮ Nonparametric estimation and inference on conditional quantile processes ⋮ Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics ⋮ Testing for additivity in nonparametric quantile regression ⋮ Quantile regression using RJMCMC algorithm ⋮ Consistency of a nonparametric conditional mode estimator for random fields
This page was built for publication: Local Linear Quantile Regression