Local Linear Quantile Regression
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(only showing first 100 items - show all)- Semiparametric quantile modelling of hierarchical data
- Approximating conditional density functions using dimension reduction
- Quantile regression in partially linear varying coefficient models
- Single-index quantile regression
- Local polynomial expectile regression
- A comparison of local constant and local linear regression quantile estimators
- Nonparametric prediction by conditional median and quantiles
- Estimation of the envelope of a point set with loose boundaries
- On spline estimators and prediction intervals in nonparametric regression.
- Quantile regression using RJMCMC algorithm
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Smooth conditional distribution estimators using Bernstein polynomials
- Function compositional adjustments of conditional quantile curves
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Conditional quantile estimation based on optimal quantization: from theory to practice
- Quantile regression methods with varying-coefficient models for censored data
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Tail dimension reduction for extreme quantile estimation
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Fixed design regression quantiles for time series
- A quantile correlated random coefficients panel data model
- Two step composite quantile regression for single-index models
- Counterfactual distributions of wages via quantile regression with endogeneity
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- Estimation of general semi-parametric quantile regression
- Significance testing in quantile regression
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- Simultaneous estimation of multiple conditional regression quantiles
- Quantile based dimension reduction in censored regression
- Quantile regression and variable selection for partially linear model with randomly truncated data
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Quantile regression under local misspecification
- Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
- Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Identification and estimation in quantile varying-coefficient models with unknown link function
- On the local linear modelization of the conditional distribution for functional data
- A plug-in bandwidth selector for nonparametric quantile regression
- Computation and application of robust data-driven bandwidth selection for gradient function estimation
- Improving precipitation forecasts using extreme quantile regression
- On possibilistic representations of fuzzy intervals
- Kernel density regression
- Central quantile subspace
- Semiparametric quantile regression with random censoring
- Econometric modeling of risk measures: a selective review of the recent literature
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Estimation of conditional quantiles from data with additional measurement errors
- Cluster-based least absolute deviation regression for dimension reduction
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Non-separable models with high-dimensional data
- Local linear quantile regression with truncated and dependent data
- Nonparametric estimation and inference on conditional quantile processes
- Testing for additivity in nonparametric quantile regression
- Quantile regression and variable selection of partial linear single-index model
- Adaptive quantile regression with precise risk bounds
- On weighted and locally polynomial directional quantile regression
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- GEE analysis for longitudinal single-index quantile regression
- Efficient estimation of quantiles in missing data models
- Non-crossing quantile regression via doubly penalized kernel machine
- Local quantile regression
- Comment on ``Local quantile regression
- On kernel smoothing for extremal quantile regression
- The adaptive L1-penalized LAD regression for partially linear single-index models
- M-cross-validation in local median estimation
- The t family and their close and distant relations
- Kernel methods for estimating derivatives of conditional quantiles
- Local bilinear multiple-output quantile/depth regression
- Optimal smoothing in nonparametric conditional quantile derivative function estimation
- Approximating conditional distribution functions using dimension reduction
- Consistency of a nonparametric conditional mode estimator for random fields
- Quantile regression for modelling distributions of profit and loss
- Nonparametric C- and D-vine-based quantile regression
- Nonlinear dimension reduction for conditional quantiles
- Comparing time varying regression quantiles under shift invariance
- Identification of unobserved distribution factors and preferences in the collective household model
- Smoothly mixing regressions
- Sequential design for nonparametric inference
- Adaptively weighted kernel regression
- Graphical procedures for evaluating overall and subject-specific incremental values from new predictors with censored event time data
- Comparing conditional quantile curves
- Vector quantile regression: an optimal transport approach
- Inference for single-index quantile regression models with profile optimization
- Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
- Nonparametric estimation of conditional VaR and expected shortfall
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Local polynomial quantile regression with parametric features
- Local asymptotics for nonparametric quantile regression with regression splines
- Conditional value-at-risk: semiparametric estimation and inference
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- scientific article; zbMATH DE number 6501070 (Why is no real title available?)
- Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
- Unified Noncrossing Multiple Quantile Regressions Tree
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