On Additive Conditional Quantiles With High-Dimensional Covariates

DOI10.1198/016214503388619166MaRDI QIDQ4468531zbMATH OpenOpenAlexFDO

Authors Jan G. De Gooijer, Dawit Zerom

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214503388619166

zbMATH Keywords

additive modelsdimensionality reductionbackfittingreweighted Nadaraya-Watson

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(47)

• Locally adaptive sparse additive quantile regression model with TV penalty
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates
• Modelling functional additive quantile regression using support vector machines approach
• Semiparametric quantile modelling of hierarchical data
• Estimation of complier expected shortfall treatment effects with a binary instrumental variable
• Local partitioned quantile regression
• Partially linear modeling of conditional quantiles using penalized splines
• Quantile regression with varying coefficients
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Inference for single-index quantile regression models with profile optimization
• The asymptotic distribution of the unconditional quantile estimator under dependence
• Comparing conditional quantile curves
• Nonparametric screening for additive quantile regression in ultra-high dimension
• Central quantile subspace
• Quantile index coefficient model with variable selection
• A flexible quantile regression model for medical costs with application to Medical Expenditure Panel Survey study
• Robust nonparametric regression: a review
• A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
• On estimating conditional quantiles and distribution functions.
• Bayesian quantile regression for partially linear additive models
• Estimation of general semi-parametric quantile regression
• Quantile regression methods with varying-coefficient models for censored data
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
• Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
• Fixed design regression quantiles for time series
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Simultaneous estimation of linear conditional quantiles with penalized splines
• Variable selection for additive partial linear quantile regression with missing covariates
• Variable selection in additive quantile regression using nonconcave penalty
• Component selection in additive quantile regression models
• Estimation and variable selection for quantile partially linear single-index models
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
• Estimation of additive quantile regression
• Efficient estimation of an additive quantile regression model
• Testing for additivity in nonparametric quantile regression
• Model averaging marginal regression for high dimensional conditional quantile prediction
• A quantile regression model for time-series data in the presence of additive components
• Linear quantile regression models for longitudinal experiments: an overview
• Quantile regression for additive coefficient models in high dimensions
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Single-index quantile regression
• Bayesian inference for additive mixed quantile regression models
• Nonparametric comparison of quantile curves: a stochastic process approach
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Additive inverse regression models with convolution-type operators
• Quantile regression estimation of partially linear additive models

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