Quantile regression via iterative least squares computations

DOI10.1080/00949655.2011.583650zbMath1431.62166OpenAlexW2046271091MaRDI QIDQ4925437

Luigi Augugliaro, Mariangela Sciandra, Vito M. R. Muggeo

Publication date: 12 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.583650

zbMATH Keywords

quantile regressionleast squaressmooth approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items

Efficient information-based criteria for model selection in quantile regression ⋮ Modelling and estimation of nonlinear quantile regression with clustered data ⋮ Multiple smoothing parameters selection in additive regression quantiles ⋮ Quantile regression feature selection and estimation with grouped variables using Huber approximation ⋮ Modified check loss for efficient estimation via model selection in quantile regression

Cites Work

• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Quantile regression for longitudinal data
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Finite Algorithms for Huber’sM-Estimator
• Regression Quantiles
• Reappraising Medfly Longevity
• Introduction to Numerical Continuation Methods
• Semiparametric Regression
• Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
• A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
• Linear Statistical Inference and its Applications
• Shortest Average Confidence Intervals from Large Samples