A nonparametric approach for quantile regression

DOI10.1186/S40488-018-0084-9MaRDI QIDQ724304zbMATH OpenOpenAlexWikidataFDO

Authors Mei-Ling Huang, Christine Nguyen

Publication date 25 July 2018

Published in Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s40488-018-0084-9

zbMATH Keywords

nonparametric regressiongoodness-of-fitconditional quantileGumbel's second kind of bivariate exponential distributionnonparametric kernel density estimatorweighted loss function

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 47593 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A weighted linear quantile regression
• Bivariate Exponential Distributions
• Estimation of Extreme Conditional Quantiles Through Power Transformation
• Goodness of Fit and Related Inference Processes for Quantile Regression
• High quantile regression for extreme events
• Local Linear Quantile Regression
• Methods for Estimating a Conditional Distribution Function
• Multivariate density estimation. Theory, practice, and visualization
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Quantile regression.
• Regression Quantiles

Cited in

(21)

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Expansion for moments of regression quantiles with applications to nonparametric testing
• An Implementation for Regression Quantile Estimation
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• A non-iterative posterior sampling algorithm for linear quantile regression model
• Nonparametric C- and D-vine-based quantile regression
• scientific article; zbMATH DE number 7370628 (Why is no real title available?)
• Quantile regression without the curse of unsmoothness
• An interior point algorithm for nonlinear quantile regression
• Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
• On nonparametric conditional quantile estimation for non-stationary random fields
• No-Crossing Single-Index Quantile Regression Curve Estimation
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• A fuzzy empirical quantile-based regression model based on triangular fuzzy numbers
• A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
• Nonparametric estimation of conditional quantiles using quantile regression trees
• Randomized quantile regression estimation for heteroskedastic non parametric model
• A semiparametric nonlinear quantile regression model for financial returns
• scientific article; zbMATH DE number 3919561 (Why is no real title available?)
• On nonparametric conditional quantile estimation for non-stationary spatial processes

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Uses Software

• quantreg

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