An Implementation for Regression Quantile Estimation

DOI10.1007/978-3-642-57489-4_1MaRDI QIDQ3298641zbMATH OpenOpenAlexFDO

Authors Thomas W. Yee

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_1

zbMATH Keywords

penalized likelihoodquantile regressionLMS methodvector generalized additive modelsage-reference centile analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 1179347 (Why is no real title available?)
• scientific article; zbMATH DE number 203652 (Why is no real title available?)
• scientific article; zbMATH DE number 927296 (Why is no real title available?)
• A new family of power transformations to improve normality or symmetry
• On an Alternative Solution to the Vector Spline Problem

Cited in

(3)

• Quantile regression using RJMCMC algorithm
• Quantile regression for robust bank efficiency score estimation
• Improving linear quantile regression for replicated data

Describes a project that uses

Uses Software

• S-PLUS
• R

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