Adaptive quantile regression with precise risk bounds

DOI10.1007/S11425-015-0199-7MaRDI QIDQ2361010zbMATH OpenOpenAlexFDO

Authors Ngai Hang Chan, Maozai Tian

Publication date 29 June 2017

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-015-0199-7

zbMATH Keywords

adaptive smoothingautomatic bandwidthsconditional quantilenonparametric conditional quantile regressionrisk boundsrobustness

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics to social sciences (62P25)

Recommendations

• Adaptive local linear quantile regression
• Local quantile regression
• Local Linear Quantile Regression
• Local polynomial quantile regression with parametric features
• Conditional quantile estimation by local logistic regression

Cites work

• A comparison of local constant and local linear regression quantile estimators
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Adaptive \(M\)-estimation in nonparametric regression
• Adaptive local linear quantile regression
• Application of the ICI principle to window size adaptive median filtering
• Asymptotic properties of kernel estimators based on local medians
• Change-points in nonparametric regression analysis
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Consistent nonparametric regression. Discussion
• Hierarchical linear regression models for conditional quantiles
• scientific article; zbMATH DE number 720755 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Image denoising: Pointwise adaptive approach
• Kernel and nearest-neighbor estimation of a conditional quantile
• Kernel-type estimators of jump points and values of a regression function
• Local Linear Quantile Regression
• Mathematical Statistics
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• On an Analog of Regression Analysis
• On spatially adaptive estimation of nonparametric regression
• Quantile smoothing splines
• Regression Quantiles
• Robust reconstruction of functions by the local-approximation method
• Saddle point approximation and volatility estimation of value-at-risk
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The bootstrap and Edgeworth expansion
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(10)

• Function compositional adjustments of conditional quantile curves
• Adaptive penalized quantile regression for high dimensional data
• Local quantile regression
• An Adaptive Filtering Procedure for Estimating Regression Quantiles
• Adaptive local linear quantile regression
• Global adaptive smoothing regression
• Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
• Discussion of: ``Augmented balancing weights as linear regression
• Discussion of: ``Augmented balancing weights as linear regression
• Discussion of: ``Augmented balancing weights as linear regression

Describes a project that uses

Uses Software

• AWS

This page was built for publication: Adaptive quantile regression with precise risk bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2361010)