On monotonicity of regression quantile functions

DOI10.1016/J.SPL.2007.11.024MaRDI QIDQ935829zbMATH OpenOpenAlexFDO

Authors Tereza Neocleous, Stephen Portnoy

Publication date 8 August 2008

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

Full work available at URL http://eprints.gla.ac.uk/3799/1/neocleous2.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3185938 (Why is no real title available?)
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Asymptotic behavior of regression quantiles in non-stationary, dependent cases
• Direct use of regression quantiles to construct confidence sets in linear models
• Quantile regression.
• Regression Quantiles
• Statistical inference on heteroscedastic models based on regression quantiles

Cited in

(19)

• Bayesian quantile regression using random B-spline series prior
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Nearly root-\(n\) approximation for regression quantile processes
• Monotone support vector quantile regression
• Nonparametric estimation and inference on conditional quantile processes
• The asymptotic behavior of monotone percentile regression estimates
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• On multivariate quantiles under partial orders
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Model-based bootstrap for detection of regional quantile treatment effects
• Analyzing ozone concentration by Bayesian spatio-temporal quantile regression
• Self-consistent estimation of censored quantile regression
• Asymptotics for censored regression quantiles
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Expectile and quantile regression—David and Goliath?
• Convergence rates of monotone conditional quantile estimators
• The penalty for assuming that a monotone regression is linear
• Parametric estimation of non-crossing quantile functions
• Smooth density spatial quantile regression

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