About monotone regression quantiles.

DOI10.1016/S0167-7152(99)00200-XMaRDI QIDQ1567324zbMATH OpenOpenAlexFDO

Authors Sandrine Poiraud-Casanova, Christine Thomas-Agnan

Publication date 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00200-x

zbMATH Keywords

Min-Max formulaMonotonicityRegression quantile

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites work

• An improved monotone conditional quantile estimator
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Monotone B-Spline Smoothing
• Monotone Median Regression
• Monotone percentile regression
• On Estimating Monotone Parameters
• Quantile smoothing splines

Cited in

(16)

• An \texttt{R} package for value at risk and expected shortfall
• Testing symmetry under a skew Laplace model.
• Characterizations of Kumaraswamy Laplace distribution with applications
• Maximum entropy distributions with quantile information
• Monotone least squares and isotonic quantiles
• scientific article; zbMATH DE number 88840 (Why is no real title available?)
• Multitude of Laplace distributions
• The two-piece normal-Laplace distribution
• Monotone support vector quantile regression
• Quantile Methods for Stochastic Frontier Analysis
• Partially Linear Expectile Regression Using Local Polynomial Fitting
• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
• Semiparametric modeling of multiple quantiles
• Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits
• On monotonicity of regression quantile functions

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