COBS: qualitatively constrained smoothing via linear programming

DOI10.1007/S001800050019zbMATH Open0941.62037OpenAlexW3124045164MaRDI QIDQ1979097FDOQ1979097

Authors: Xuming He, Pin T. Ng 

Publication date: 24 May 2000

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800050019

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zbMATH Keywords

nonparametric regressionconstraintsinformation criterionregression quantilessmoothing splinesknot selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Numerical smoothing, curve fitting (65D10) Linear programming (90C05)

Cites Work

• Estimating the dimension of a model
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• 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
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• Regression Quantiles
• Robust Locally Weighted Regression and Smoothing Scatterplots
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• A practical guide to splines
• A shape constrained smoother: simulation study
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• Bivariate Quantile Smoothing Splines
• Quantile smoothing splines
• The L 1 Method for Robust Nonparametric Regression
• Isotonic, convex and related splines
• Monotone B-Spline Smoothing
• Local asymptotics for quantile smoothing splines
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• An algorithm for quantile smoothing splines
• Linearly Constrained Discrete I ₁ Problems
• A remark on Bartels and Conn's linearly constrained, discrete l ₁ problems

Cited In (35)

• Outcome prediction for heart failure telemonitoring via generalized linear models with functional covariates
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Simultaneous fitting of Bayesian penalised quantile splines
• Sparse estimation and inference for censored median regression
• A general projection framework for constrained smoothing.
• Comparing Robust Measures of Association Estimated Via a Smoother
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of t‐Statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis
• Shape constrained smoothing using smoothing splines
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Regularization and variable selection for infinite variance autoregressive models
• Non-linear models for extremal dependence
• STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES
• Functional modeling of recurrent events on time‐to‐event processes
• Knot selection by boosting techniques
• Computerized adaptive testing under nonparametric IRT models
• Constrained smoothing \(B\)-splines for the term structure of interest rates
• Using B-splines for nonparametric inference on bivariate extreme-value copulas
• GAMLSS: A distributional regression approach
• Simultaneous estimation of multiple conditional regression quantiles
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
• Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
• Robust forecasting of mortality and fertility rates: a functional data approach
• Multiple smoothing parameters selection in additive regression quantiles
• Parametric and Nonparametric FDR Estimation Revisited
• On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach
• Shape testing in quantile varying coefficient models with heteroscedastic error
• A Frisch-Newton algorithm for sparse quantile regression
• Optimal expectile smoothing
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines

Uses Software

• COBS

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