Efficient Estimation of an Additive Quantile Regression Model

DOI10.1111/j.1467-9469.2010.00706.xzbMath1246.62100OpenAlexW2107667902MaRDI QIDQ2911652

Dawit Zerom, Jan G. De Gooijer, Ye Bin Cheng

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/14388/1/MPRA_paper_14388.pdf

zbMATH Keywords

asymptotic propertiesadditive modelsdependent datalocal polynomialsoracle efficiencyinternalized kernel smoother

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99)

Related Items

Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system, Component selection in additive quantile regression models, Unnamed Item, A Quantile Regression Model for Time-Series Data in the Presence of Additive Components

Uses Software

• GAMLSS

Cites Work

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• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Local Linear Additive Quantile Regression
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
• Nonparametric Estimation of an Additive Quantile Regression Model
• Generalized Additive Models for Location, Scale and Shape
• Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
• Unnamed Item