Computing confidence intervals from massive data via penalized quantile smoothing splines
From MaRDI portal
Publication:2291323
DOI10.1016/j.csda.2019.106885zbMath1504.62064OpenAlexW2990955907MaRDI QIDQ2291323
Andrew J. Berglund, Nirmal Govind, Likun Zhang, Enrique Del Castillo, Martin P. Tingley
Publication date: 30 January 2020
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.106885
Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Statistical aspects of big data and data science (62R07)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayesian empirical likelihood for quantile regression
- A convergent algorithm for quantile regression with smoothing splines
- Bootstrap approximation of nearest neighbor regression function estimates
- GACV for quantile smoothing splines
- Asymptotics for M-type smoothing splines
- Estimating the dimension of a model
- Applied functional data analysis. Methods and case studies
- Simultaneous confidence bands for linear regression and smoothing
- Bootstrap simultaneous error bars for nonparametric regression
- A Frisch-Newton algorithm for sparse quantile regression
- A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
- On the Definition and Properties of Certain Variational Integrals
- Flexible Bayesian quantile regression for independent and clustered data
- Period Analysis of Variable Stars by Robust Smoothing
- Triogram Models
- Regression Quantiles
- Quantile smoothing splines
- Algorithm 751: TRIPACK
- Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate
- Computational Limits of A Distributed Algorithm For Smoothing Spline
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- A Scalable Bootstrap for Massive Data
