A convergent algorithm for quantile regression with smoothing splines

DOI10.1016/0167-9473(94)00018-EMaRDI QIDQ672955zbMATH OpenWikidataFDO

Authors R. J. Bosch, Yinyu Ye, George G. Woodworth

Publication date 28 February 1997

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

zbMATH Keywords

Quadratic programmingConditional quantileCurve estimationNonparametric regressionSmoothing splines

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of mathematical programming (90C90)

Recommendations

• Quantile smoothing splines
• A note on asymptotics for quantile smoothing splines
• An interior point algorithm for nonlinear quantile regression

Cites work

• scientific article; zbMATH DE number 446510 (Why is no real title available?)
• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 66820 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• A Centered Projective Algorithm for Linear Programming
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• Asymptotic properties of kernel estimators based on local medians
• Asymptotics for M-type smoothing splines
• Binary Regression Using an Extended Beta-Binomial Distribution, With Discussion of Correlation Induced by Covariate Measurement Errors
• Consistent nonparametric regression. Discussion
• Kernel and nearest-neighbor estimation of a conditional quantile
• Non-parametric estimation of conditional quantiles
• Nonparametric regression M-quantiles
• On Computing Robust Splines and Applications
• Regression quantiles and trimmed least squares estimator in the nonlinear regression model
• Splines in Statistics
• \(M\)-type smoothing splines with auxiliary scale estimation

Cited in

(11)

• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Simultaneous fitting of Bayesian penalised quantile splines
• Bayesian nonparametric quantile regression using splines
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• Quantiles, expectiles and splines
• Constrained smoothing \(B\)-splines for the term structure of interest rates
• Computing confidence intervals from massive data via penalized quantile smoothing splines
• PDE-regularised spatial quantile regression
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
• Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
• Multiple smoothing parameters selection in additive regression quantiles

This page was built for publication: A convergent algorithm for quantile regression with smoothing splines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672955)