An algorithm for quantile smoothing splines

DOI10.1016/0167-9473(95)00044-5MaRDI QIDQ1350407zbMATH OpenOpenAlexFDO

Authors Pin T. Ng

Publication date 27 February 1997

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

Full work available at URL https://doi.org/10.1016/0167-9473(95)00044-5

zbMATH Keywords

constrained optimizationmonotone regressionnonparametric regressionquantilerobustnesssplines

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• An Algorithm for a Restricted Discrete Approximation Problem in the L₁ Norm
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Fitting monotonic polynomials to data
• Linearly Constrained Discrete I ₁ Problems
• Minimization Techniques for Piecewise Differentiable Functions: The l₁ Solution to an Overdetermined Linear System
• On Smoothest Interpolants
• Quantile smoothing splines
• Regression Quantiles
• Smoothing by spline functions.
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(11)

• Quantile splines with several covariates
• Regression-quantile graduation of Australian life tables, 1946-1992
• COBS: qualitatively constrained smoothing via linear programming
• An efficient algorithm for structured sparse quantile regression
• Nonparametric estimation of a log-variance function in scale-space
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• Semiparametric partial linear modeling of risk factors for ear infections: the Early Childhood Longitudinal Study
• Pinball boosting of regression quantiles
• PDE-regularised spatial quantile regression
• Bayesian nonparametric quantile regression using splines

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