Conditional quantile estimation by local logistic regression

DOI10.1080/10485250601014248MaRDI QIDQ3426256zbMATH OpenOpenAlexFDO

Authors Young Kyung Lee, Eun Ryung Lee, Byeong U. Park

Publication date 8 March 2007

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250601014248

zbMATH Keywords

quantile regressionlink functionquasi-likelihoodlocal polynomial regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• Local linear double and asymmetric kernel estimation of conditional quantiles
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• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• A Brief Survey of Bandwidth Selection for Density Estimation
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• An Effective Bandwidth Selector for Local Least Squares Regression
• Bandwidth selection for kernel distribution function estimation
• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Kernel and nearest-neighbor estimation of a conditional quantile
• Local Linear Quantile Regression
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Local likelihood method: a bridge over parametric and nonparametric regression
• Local linear regression smoothers and their minimax efficiencies
• Local nonlinear least squares: using parametric information in nonparametric regression
• Mean squared error properties of kernel estimates of regression quantiles
• Methods for Estimating a Conditional Distribution Function
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Regression Quantiles
• Smoothed cross-validation
• Smoothing parameter selection for smooth distribution functions
• Versions of Kernel-Type Regression Estimators

Cited in

(24)

• A parametric approach for estimating conditional probability distributions
• Nonparametric prewhitening estimators for conditional quantiles
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• Semiparametric quantile regression using family of quantile-based asymmetric densities
• Conditional quantile estimation through optimal quantization
• Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
• Local quantile regression
• Kernel methods for estimating derivatives of conditional quantiles
• Kernel and nearest-neighbor estimation of a conditional quantile
• Function compositional adjustments of conditional quantile curves
• A simple and effective bandwidth selector for local polynomial quasi-likelihood regression
• Local polynomial quantile regression with parametric features
• Local Linear Quantile Regression
• Adaptive local linear quantile regression
• scientific article; zbMATH DE number 3842977 (Why is no real title available?)
• Local linear double and asymmetric kernel estimation of conditional quantiles
• Local Linear Additive Quantile Regression
• Conditional quantile estimation based on optimal quantization: from theory to practice
• Methods for Estimating a Conditional Distribution Function
• On projection-type estimators of multivariate isotonic functions
• Adaptive quantile regression with precise risk bounds
• Quantiles for Counts
• Backfitting and smooth backfitting for additive quantile models
• Conditional quantile estimation using optimal quantization: a numerical study

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