On estimating conditional quantiles and distribution functions.

DOI10.1016/S0167-9473(01)00070-6MaRDI QIDQ5958475zbMATH OpenWikidataFDO

Authors Franco Peracchi

Publication date 3 March 2002

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-9473(01)00070-6

zbMATH Keywords

Conditional distribution functionsConditional log-oddsConditional quantile functionLogistic regressionQuantile regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cites work

• Asymptotic properties of kernel estimators based on local medians
• Conditional empirical processes
• Consistent nonparametric regression. Discussion
• Kernel and nearest-neighbor estimation of a conditional quantile
• Least absolute deviations estimation for the censored regression model
• Non-parametric estimation of conditional quantiles
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Nonparametric regression M-quantiles
• Quantile smoothing splines
• Regression Quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(16)

• Conditional empirical processes
• On M-estimators and normal quantiles.
• A new formulation of the dagum distribution in terms of income inequality and poverty measures
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Approximating conditional distribution functions using dimension reduction
• A parametric approach for estimating conditional probability distributions
• On estimating the conditional expected shortfall
• Asymptotically efficient estimation of the conditional expected shortfall
• Nonparametric estimation of non-conditional or conditional geometric quantiles
• scientific article; zbMATH DE number 5038378 (Why is no real title available?)
• Distributional (Single) Index Models
• Mid-quantile mixed graphical models with an application to mass public shootings in the U.S.
• Mid-quantile regression for discrete panel data
• Quantile share ratio regression for the study of economic inequality
• Quantile share ratio regression

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