Nonparametric Estimation of an Additive Quantile Regression Model
From MaRDI portal
Publication:5754891
DOI10.1198/016214505000000583zbMath1117.62355OpenAlexW3124149074MaRDI QIDQ5754891
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://discovery.ucl.ac.uk/14695/1/14695.pdf
Related Items (71)
Partially linear modeling of conditional quantiles using penalized splines ⋮ Inference for single-index quantile regression models with profile optimization ⋮ Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Nonparametric comparison of quantile curves: a stochastic process approach ⋮ Variable selection for additive partial linear quantile regression with missing covariates ⋮ Efficient Estimation of an Additive Quantile Regression Model ⋮ Comparing Conditional Quantile Curves ⋮ Estimation in quantile regression models with jump discontinuities ⋮ 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 for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system ⋮ Estimation and inference in semiparametric quantile factor models ⋮ Quantile regression estimation of partially linear additive models ⋮ Modelling functional additive quantile regression using support vector machines approach ⋮ Simultaneous Semiparametric Estimation of Clustering and Regression ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Backfitting and smooth backfitting for additive quantile models ⋮ Identification and estimation in quantile varying-coefficient models with unknown link function ⋮ Estimation and variable selection for quantile partially linear single-index models ⋮ Component selection in additive quantile regression models ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Variable selection in additive quantile regression using nonconcave penalty ⋮ Estimation of general semi-parametric quantile regression ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ Nonparametric estimation of additive models with errors-in-variables ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm ⋮ Estimation of additive quantile regression ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Local quantile regression ⋮ Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data ⋮ A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty ⋮ Additive inverse regression models with convolution-type operators ⋮ Bayesian inference for additive mixed quantile regression models ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Specification testing for transformation models with an application to generalized accelerated failure-time models ⋮ Linear quantile regression models for longitudinal experiments: an overview ⋮ Two-stage local M-estimation of additive models ⋮ FUNCTIONAL ADDITIVE QUANTILE REGRESSION ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Tie the straps: uniform bootstrap confidence bands for semiparametric additive models ⋮ Unnamed Item ⋮ Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods ⋮ UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL ⋮ Single-index quantile regression ⋮ A Quantile Regression Model for Time-Series Data in the Presence of Additive Components ⋮ A semiparametric quantile panel data model with an application to estimating the growth effect of FDI ⋮ Quantile index coefficient model with variable selection ⋮ Bayesian quantile regression for partially linear additive models ⋮ Principal varying coefficient estimator for high-dimensional models ⋮ Two-stage local Walsh average estimation of generalized varying coefficient models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Estimation of panel data partly specified Tobit regression with fixed effects ⋮ Pursuit of dynamic structure in quantile additive models with longitudinal data ⋮ Semiparametric quantile regression estimation in dynamic models with partially varying coefficients ⋮ Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes ⋮ Simultaneous estimation of linear conditional quantiles with penalized splines ⋮ Multi-step quantile regression tree ⋮ Semiparametric quantile regression with random censoring ⋮ Model Selection via Bayesian Information Criterion for Quantile Regression Models ⋮ Model averaging marginal regression for high dimensional conditional quantile prediction ⋮ GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS ⋮ Quantile regression methods for first-price auctions ⋮ High-dimensional quantile varying-coefficient models with dimension reduction ⋮ Conditional quantile processes based on series or many regressors ⋮ Two stage smoothing in additive models with missing covariates ⋮ Estimation for the Power-transformed Varying-coefficient Quantile Regression Model ⋮ Testing for additivity in nonparametric quantile regression
This page was built for publication: Nonparametric Estimation of an Additive Quantile Regression Model