Computing confidence intervals from massive data via penalized quantile smoothing splines

DOI10.1016/J.CSDA.2019.106885MaRDI QIDQ2291323zbMATH OpenOpenAlexFDO

Authors Likun Zhang, Enrique Del Castillo, Andrew J. Berglund, Martin P. Tingley, Nirmal Govind

Publication date 30 January 2020

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

Full work available at URL https://doi.org/10.1016/j.csda.2019.106885

zbMATH Keywords

A/B testingbag of little bootstrapscross-validationpenalized splinesquantile smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Statistical aspects of big data and data science (62R07)

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Cites work

• A convergent algorithm for quantile regression with smoothing splines
• A Frisch-Newton algorithm for sparse quantile regression
• A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
• A Scalable Bootstrap for Massive Data
• Algorithm 751: TRIPACK
• Applied functional data analysis. Methods and case studies
• Asymptotics for M-type smoothing splines
• Bayesian empirical likelihood for quantile regression
• Bootstrap approximation of nearest neighbor regression function estimates
• Bootstrap simultaneous error bars for nonparametric regression
• Computational Limits of A Distributed Algorithm For Smoothing Spline
• Confidence regions for spatial excursion sets from repeated random field observations, with an application to climate
• Estimating the dimension of a model
• Flexible Bayesian quantile regression for independent and clustered data
• GACV for quantile smoothing splines
• scientific article; zbMATH DE number 5769863 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• On the choice of m in the m out of n bootstrap and confidence bounds for extrema
• On the Definition and Properties of Certain Variational Integrals
• Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
• Period Analysis of Variable Stars by Robust Smoothing
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Simultaneous confidence bands for linear regression and smoothing
• Triogram Models

Describes a project that uses

Uses Software

• TRIPACK
• quantreg
• fda (R)

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