Local asymptotics for quantile smoothing splines
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- A study of logspline density estimation
- Adaptive \(L\)-estimation for linear models
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Asymptotic relations of M-estimates and R-estimates in linear regression model
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- Estimating the dimension of a model
- Locally adaptive regression splines
- Nonparametric regression under qualitative smoothness assumptions
- On M-processes and M-estimation
- Quantile smoothing splines
- Regression Quantiles
- Regression and time series model selection in small samples
- Tests of linear hypotheses based on regression rank scores
Cited in
(27)- Empirical likelihood inference for generalized additive partially linear models
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Adaptive estimation with soft thresholding penalties
- Inference for single-index quantile regression models with profile optimization
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- Network quantile autoregression
- Locally adaptive regression splines
- Local extremes, runs, strings and multiresolution. (With discussion)
- M-estimation using penalties or sieves
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
- On the predictive risk in misspecified quantile regression
- Simultaneous estimation of linear conditional quantiles with penalized splines
- Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
- A note on asymptotics for quantile smoothing splines
- Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
- Local asymptotics for nonparametric quantile regression with regression splines
- Asymptotics for penalized spline estimators in quantile regression
- Quantile splines with several covariates
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Local and global asymptotic inference in smoothing spline models
- Some asymptotic results on bivariate quantile splines
- Quantile based dimension reduction in censored regression
- Quantile regression in varying coefficient models.
- Local asymptotics for regression splines and confidence regions
- Quantile smoothing splines
- COBS: qualitatively constrained smoothing via linear programming
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