Efficient estimation of an additive quantile regression model

DOI10.1111/J.1467-9469.2010.00706.XMaRDI QIDQ2911652zbMATH OpenOpenAlexFDO

Authors Jan G. De Gooijer, Dawit Zerom, Yebin Cheng

Publication date 1 September 2012

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

Full work available at URL https://mpra.ub.uni-muenchen.de/14388/1/MPRA_paper_14388.pdf

zbMATH Keywords

additive modelsasymptotic propertiesdependent datalocal polynomialsoracle efficiencyinternalized kernel smoother

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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Cites work

• scientific article; zbMATH DE number 720755 (Why is no real title available?)
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Generalized Additive Models for Location, Scale and Shape
• Kernel estimation of a partially linear additive model
• Local Linear Additive Quantile Regression
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Nonparametric Estimation of an Additive Quantile Regression Model
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Nonparametric estimation of a conditional quantile for -mixing processes
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On Additive Conditional Quantiles With High-Dimensional Covariates
• On spline estimators and prediction intervals in nonparametric regression.
• Probability inequalities for sums of absolutely regular processes and their applications
• Quantile regression in varying coefficient models.
• Quantile regression with varying coefficients
• The law of large numbers for \(U\)-statistics under absolute regularity
• Versions of Kernel-Type Regression Estimators

Cited in

(11)

• Estimation and variable selection of quantile partially linear additive models for correlated data
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Additive models for extremal quantile regression with Pareto-type distributions
• Nonparametric screening for additive quantile regression in ultra-high dimension
• A flexible quantile regression model for medical costs with application to Medical Expenditure Panel Survey study
• Component selection in additive quantile regression models
• Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
• On Additive Conditional Quantiles With High-Dimensional Covariates
• A quantile regression model for time-series data in the presence of additive components
• Nonparametric smoothing for extremal quantile regression with heavy tailed data
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system

Describes a project that uses

Uses Software

• GAMLSS

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