Efficient estimation of an additive quantile regression model
DOI10.1111/J.1467-9469.2010.00706.XzbMATH Open1246.62100OpenAlexW2107667902MaRDI QIDQ2911652FDOQ2911652
Authors: Jan G. De Gooijer, Dawit Zerom, Yebin 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
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additive modelsasymptotic propertiesdependent datalocal polynomialsoracle efficiencyinternalized kernel smoother
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)
Cites Work
- Generalized Additive Models for Location, Scale and Shape
- Title not available (Why is that?)
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Local Linear Additive Quantile Regression
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Versions of Kernel-Type Regression Estimators
- Miscellanea. Efficient estimation of additive nonparametric regression models
- Quantile regression with varying coefficients
- Quantile regression in varying coefficient models.
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
- Kernel estimation of a partially linear additive model
- The law of large numbers for \(U\)-statistics under absolute regularity
- Probability inequalities for sums of absolutely regular processes and their applications
- On spline estimators and prediction intervals in nonparametric regression.
Cited In (9)
- Estimation and variable selection of quantile partially linear additive models for correlated data
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Additive models for extremal quantile regression with Pareto-type distributions
- Component selection in additive quantile regression models
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
- On Additive Conditional Quantiles With High-Dimensional Covariates
- A quantile regression model for time-series data in the presence of additive components
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
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