Local asymptotics for nonparametric quantile regression with regression splines

DOI10.1016/J.SPL.2016.06.002MaRDI QIDQ310674zbMATH OpenOpenAlexFDO

Authors Weihua Zhao, Heng Lian

Publication date 8 September 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.06.002

zbMATH Keywords

asymptotic normalityB-splines\(L_\infty\) normcheck loss function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Local asymptotics for quantile smoothing splines
• Confidence intervals for nonparametric quantile regression: an emphasis on smoothing splines approach
• Some asymptotic results on bivariate quantile splines
• Local asymptotics for regression splines and confidence regions
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series

Cites work

• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• A practical guide to splines.
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Linear Quantile Regression
• Local asymptotics for polynomial spline regression
• Local asymptotics for regression splines and confidence regions
• Nonparametric quantile estimations for dynamic smooth coefficient models
• Quantile regression in partially linear varying coefficient models
• Quantile regression with varying coefficients
• Regression Quantiles
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Sieve \(M\) inference on irregular parameters
• Some new asymptotic theory for least squares series: pointwise and uniform results

Cited in

(6)

• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• On spline estimators and prediction intervals in nonparametric regression.
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series
• Confidence intervals for nonparametric quantile regression: an emphasis on smoothing splines approach
• Some asymptotic results on bivariate quantile splines
• Local asymptotics for regression splines and confidence regions

This page was built for publication: Local asymptotics for nonparametric quantile regression with regression splines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q310674)