Global nonparametric estimation of conditional quantile functions and their derivatives
From MaRDI portal
Recommendations
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- Optimal convergence rates of nonparametric conditional quantiles in dependent cases
- Non-parametric estimation of conditional quantiles
Cites work
- scientific article; zbMATH DE number 3852235 (Why is no real title available?)
- scientific article; zbMATH DE number 3864299 (Why is no real title available?)
- scientific article; zbMATH DE number 3870398 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3517666 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- A lower bound on the error in nonparametric regression type problems
- Additive regression and other nonparametric models
- An algorithm to find all regression quantiles
- Asymptotic properties of kernel estimators based on local medians
- Conditional empirical processes
- Consistent nonparametric regression. Discussion
- Geometrizing rates of convergence. III
- Kernel and nearest-neighbor estimation of a conditional quantile
- L-Estimation for Linear Models
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric estimators for percentile regression functions
- On nonparametric regression estimators based on regression quantiles
- On some analogues to linear combinations of order statistics in the linear model
- One-step L-estimators for the linear model
- Optimal global rates of convergence for nonparametric regression
- Optimal rates of convergence for nonparametric estimators
- Quantile regression: A nonparametric approach
- Regression Quantiles
- Robust nonparametric regression with simultaneous scale curve estimation
- Robust regression function estimation
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885-1920
- Strong consistency of M-estimates in linear models
- The Method of Least Squares and Some Alternatives: Part V
- The dimensionality reduction principle for generalized additive models
- The trimmed mean in the linear model
- Trimmed Least Squares Estimation in the Linear Model
- Uniform consistency of a class of regression function estimators
Cited in
(53)- Conformal Prediction: A Gentle Introduction
- Inference for extremal regression with dependent heavy-tailed data
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Nonparametric recursive quantile estimation
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates
- On average derivative quantile regression
- Hypothesis testing of varying coefficients for regional quantiles
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Modelling functional additive quantile regression using support vector machines approach
- Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
- Local partitioned quantile regression
- Nonparametric testing of an exclusion restriction in quantile regression
- Partially linear modeling of conditional quantiles using penalized splines
- Quantile regression with varying coefficients
- Censored regression quantiles with endogenous regressors
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- Conditional quantile processes based on series or many regressors
- Two-stage rank estimation of quantile index models
- Partially linear single-index generalized mean residual life models
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm
- Semiparametric estimation of a heteroskedastic sample selection model
- Parametric modeling of quantile regression coefficient functions
- Dependence and the dimensionality reduction principle
- Two-step estimation of semiparametric censored regression models
- An adaptive composite quantile approach to dimension reduction
- Non‐parametric Quantile Regression with Censored Data
- Correcting for Endogeneity in Models with Bunching
- Asymptotic consistency of median regression trees
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- Design-adaptive nonparametric estimation of conditional quantile derivatives
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
- NonparametricM-quantile regression using penalised splines
- On multivariate quantile regression
- Quantile regression and variable selection of partial linear single-index model
- Asymptotic properties of conditional quantile estimator for censored dependent observations
- Estimating derivatives of function-valued parameters in a class of moment condition models
- M-cross-validation in local median estimation
- A penalized approach to covariate selection through quantile regression coefficient models
- On the use of \(L\)-functionals in regression models
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Optimal regression rates for SVMs using Gaussian kernels
- Sliced inverse regression in reference curves estimation
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- Semiparametric quantile regression with random censoring
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Conditional quantile estimation using optimal quantization: a numerical study
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
This page was built for publication: Global nonparametric estimation of conditional quantile functions and their derivatives
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1182760)
