Noncrossing quantile regression curve estimation

DOI10.1093/BIOMET/ASQ048zbMATH Open1204.62061OpenAlexW2133596638WikidataQ36021775 ScholiaQ36021775MaRDI QIDQ3067010FDOQ3067010

Authors: Howard D. Bondell, Brian J. Reich, Huixia Wang 

Publication date: 20 January 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3371721

Recommendations

• Estimation of non-crossing quantile regression curves
• Quantile and probability curves without crossing
• Estimation and inference for non-crossing multiple-index quantile regression
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
• Stepwise multiple quantile regression estimation using non-crossing constraints

zbMATH Keywords

quantile regressionrobustnesssmoothing splineheteroscedastic errortropical cyclonecrossing quantile curvehurricane data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to environmental and related topics (62P12)

Cited In (only showing first 100 items - show all)

• An efficient model-free estimation of multiclass conditional probability
• Quantile and probability curves without crossing
• Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Simultaneous fitting of Bayesian penalised quantile splines
• Simultaneous estimation for non-crossing multiple quantile regression with right censored data
• Nonparametric inference on smoothed quantile regression process
• Calibration of numerical model output using nonparametric spatial density functions
• Bayesian quantile regression using random B-spline series prior
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution
• Interquantile shrinkage and variable selection in quantile regression
• Simultaneous estimation of quantile curves using quantile sheets
• Predicting recovery rates using logistic quantile regression with bounded outcomes
• Stepwise multiple quantile regression estimation using non-crossing constraints
• Restricted regression quantiles
• Learning Multiple Quantiles With Neural Networks
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
• Nonparametric estimation and inference on conditional quantile processes
• Bayesian quantile regression for single-index models
• Bayesian quantile regression with approximate likelihood
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Multilevel quantile function modeling with application to birth outcomes
• Significance testing in quantile regression
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
• Tensor quantile regression with application to association between neuroimages and human intelligence
• Adaptive sup-norm regularized simultaneous multiple quantiles regression
• Multi-dimensional latent group structures with heterogeneous distributions
• Simultaneous confidence bands for extremal quantile regression with splines
• Composite change point estimation for bent line quantile regression
• A Multilevel Simulation Optimization Approach for Quantile Functions
• Bayesian quantile regression for censored data
• Quantile regression without the curse of unsmoothness
• Marginal quantile regression for varying coefficient models with longitudinal data
• Clustering Chlorophyll-a satellite data using quantiles
• Adjusted extreme conditional quantile autoregression with application to risk measurement
• Simultaneous estimation of linear conditional quantiles with penalized splines
• Conditional analysis for mixed covariates, with application to feed intake of lactating sows
• Estimation of non-crossing quantile regression curves
• Penalized regression across multiple quantiles under random censoring
• Quantile regression for mixed models with an application to examine blood pressure trends in China
• Quantile regression in heteroscedastic varying coefficient models
• CRPS Learning
• A spatial panel quantile model with unobserved heterogeneity
• Comment on: ``Local quantile regression
• Parametric modeling of quantile regression coefficient functions with count data
• Quantile regression for additive coefficient models in high dimensions
• Quantile regression for overdispersed count data: a hierarchical method
• Expectile and quantile regression—David and Goliath?
• On a heavy-tailed parametric quantile regression model for limited range response variables
• Group penalized quantile regression
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
• Noncrossing structured additive multiple-output Bayesian quantile regression models
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
• Improved local quantile regression
• Nonparametric quantile frontier estimation under shape restriction
• Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
• Pyramid Quantile Regression
• A quantile survival model for censored data
• Estimation and variable selection of quantile partially linear additive models for correlated data
• Quantile benchmark dose estimation for continuous endpoints
• Constrained quantile regression and heteroskedasticity
• Semiparametric modeling of multiple quantiles
• Discussion
• Bayesian non-crossing quantile regression for regularly varying distributions
• Quantile aggregation and combination for stock return prediction
• Nonparametric quantile regression for time series with replicated observations and its application to climate data
• Modeling persistent trends in distributions
• A variant of \(K\) nearest neighbor quantile regression
• Composite quantile estimation for kink model with longitudinal data
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• Iteratively reweighted constrained quantile regressions
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• Regularized boxplot via convex clustering
• Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
• A general quantile function model for economic and financial time series
• A comparison of statistical methods for age-specific reference values of discrete scales
• Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching
• Analyzing ozone concentration by Bayesian spatio-temporal quantile regression
• Neural Networks for Partially Linear Quantile Regression
• No-Crossing Single-Index Quantile Regression Curve Estimation
• Identifying meteorological drivers of \(PM_{2.5}\) levels via a Bayesian spatial quantile regression
• Quantile based modeling of diurnal temperature range with the five-parameter lambda distribution
• Flexible specification testing in quantile regression models
• Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
• Bayesian multiple quantile regression for linear models using a score likelihood
• FUNCTIONAL ADDITIVE QUANTILE REGRESSION
• Estimation and inference for non-crossing multiple-index quantile regression
• PDE-regularised spatial quantile regression
• Imputation in nonparametric quantile regression with complex data
• A quantile function approach to the distribution of financial returns following TGARCH models
• Unified Noncrossing Multiple Quantile Regressions Tree
• Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
• Blended insurance scheme: a synergistic conventional-index insurance mixture
• Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients
• Parametric estimation of non-crossing quantile functions
• A comparative study of monotone quantile regression methods for financial returns
• Non-crossing convex quantile regression
• Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data

This page was built for publication: Noncrossing quantile regression curve estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3067010)