Estimation of additive quantile regression

DOI10.1007/S10463-009-0225-5MaRDI QIDQ907098zbMATH OpenOpenAlexFDO

Authors Regine Scheder, Holger Dette

Publication date 1 February 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-009-0225-5

zbMATH Keywords

additive modelsconditional quantilesmarginal integrationnon-increasing rearrangements

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 192914 (Why is no real title available?)
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• Comparison of Separable Components in Different Samples
• Hedonic housing prices and the demand for clean air
• Local Linear Quantile Regression
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• Methods for Estimating a Conditional Distribution Function
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Nonparametric Estimation of an Additive Quantile Regression Model
• On Additive Conditional Quantiles With High-Dimensional Covariates
• On spline estimators and prediction intervals in nonparametric regression.
• Quantile and probability curves without crossing
• Quantile regression.
• Rate optimal estimation with the integration method in the presence of many covariates
• Regression Quantiles
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

Cited in

(17)

• Testing for additivity in nonparametric quantile regression
• Model averaging marginal regression for high dimensional conditional quantile prediction
• A quantile regression model for time-series data in the presence of additive components
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Quantile and probability curves without crossing
• Quantile regression for additive coefficient models in high dimensions
• Component selection in additive quantile regression models
• Additive models for extremal quantile regression with Pareto-type distributions
• Expectile and quantile regression—David and Goliath?
• Modelling functional additive quantile regression using support vector machines approach
• A nonparametric approach for quantile regression
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Additive inverse regression models with convolution-type operators
• Estimation in additive models with highly or non-highly correlated covariates
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Local Linear Additive Quantile Regression
• Efficient estimation of an additive quantile regression model

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