Local Linear Additive Quantile Regression

DOI10.1111/J.1467-9469.2004.03_035.XMaRDI QIDQ4677099zbMATH OpenOpenAlexFDO

Authors Keming Yu, Zudi Lu

Publication date 20 May 2005

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

Full work available at URL https://doi.org/10.1111/j.1467-9469.2004.03_035.x

zbMATH Keywords

backfitting algorithmvalue at risk estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• Fitting a bivariate additive model by local polynomial regression
• Nonparametric estimation of a conditional quantile for -mixing processes
• On average derivative quantile regression

Cited in

(57)

• A runoff probability density prediction method based on B-spline quantile regression and kernel density estimation
• Single index quantile regression for heteroscedastic data
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates
• Local linear spatial quantile regression
• Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses
• Local partitioned quantile regression
• Partially linear modeling of conditional quantiles using penalized splines
• Rank-based shrinkage estimation for identification in semiparametric additive models
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• On semiparametric mode regression estimation
• Central quantile subspace
• Two step composite quantile regression for single-index models
• A flexible quantile regression model for medical costs with application to Medical Expenditure Panel Survey study
• Robust nonparametric regression: a review
• Bayesian quantile regression for partially linear additive models
• Discussion of ``Local quantile regression
• Fast Calibrated Additive Quantile Regression
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Local bilinear multiple-output quantile/depth regression
• Component selection in additive quantile regression models
• Estimation and variable selection for quantile partially linear single-index models
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• A plug-in bandwidth selector for nonparametric quantile regression
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
• Local Linear Quantile Regression
• Pursuing Homogeneity and Sparsity in Simultaneous Quantile Regression
• Adaptive local linear quantile regression
• Estimation of additive quantile regression
• Efficient estimation of an additive quantile regression model
• Testing for additivity in nonparametric quantile regression
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• A quantile regression model for time-series data in the presence of additive components
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• A weighted quantile regression for nonlinear models with randomly censored data
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Linear quantile regression models for longitudinal experiments: an overview
• Nonparametric smoothing for extremal quantile regression with heavy tailed data
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Single-index quantile regression
• Penalized LAD regression for single-index models
• Geoadditive expectile regression
• Bayesian inference for additive mixed quantile regression models
• Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
• Unified inference for longitudinal/functional data quantile dynamic additive models
• Quantile regression of partially linear single-index model with missing observations
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Additive models for quantile regression: model selection and confidence bands
• Nonparametric spatial mode-oriented regression
• Bayesian analysis in single-index quantile regression with missing observation
• Backfitting and smooth backfitting for additive quantile models
• Improved local quantile regression
• Quantile regression estimation of partially linear additive models
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
• On weighted and locally polynomial directional quantile regression
• Rejoinder

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