Noncrossing quantile regression curve estimation
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Publication:3067010
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Cited in
(only showing first 100 items - show all)- Estimation in quantile regression models with jump discontinuities
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- A quantile survival model for censored data
- Pyramid Quantile Regression
- An efficient model-free estimation of multiclass conditional probability
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
- Quantile and probability curves without crossing
- Estimation and variable selection of quantile partially linear additive models for correlated data
- 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
- Calibration of numerical model output using nonparametric spatial density functions
- Nonparametric inference on smoothed quantile regression process
- Quantile benchmark dose estimation for continuous endpoints
- Constrained quantile regression and heteroskedasticity
- Semiparametric modeling of multiple quantiles
- 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
- Discussion
- Stepwise multiple quantile regression estimation using non-crossing constraints
- Predicting recovery rates using logistic quantile regression with bounded outcomes
- Restricted regression quantiles
- Bayesian non-crossing quantile regression for regularly varying distributions
- Quantile aggregation and combination for stock return prediction
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Nonparametric estimation and inference on conditional quantile processes
- Learning Multiple Quantiles With Neural Networks
- 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
- Bayesian quantile regression for single-index models
- Bayesian quantile regression with approximate likelihood
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Composite quantile estimation for kink model with longitudinal data
- Iteratively reweighted constrained quantile regressions
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- Multilevel quantile function modeling with application to birth outcomes
- Significance testing in quantile regression
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- 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
- A composite Bayesian approach for quantile curve fitting with non-crossing constraints
- Multi-dimensional latent group structures with heterogeneous distributions
- Simultaneous confidence bands for extremal quantile regression with splines
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Composite change point estimation for bent line quantile regression
- Regularized boxplot via convex clustering
- Quantile regression without the curse of unsmoothness
- Bayesian quantile regression for censored data
- A Multilevel Simulation Optimization Approach for Quantile Functions
- Clustering Chlorophyll-a satellite data using quantiles
- Marginal quantile regression for varying coefficient models with longitudinal data
- Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
- Adjusted extreme conditional quantile autoregression with application to risk measurement
- 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
- Simultaneous estimation of linear conditional quantiles with penalized splines
- 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
- Conditional analysis for mixed covariates, with application to feed intake of lactating sows
- Flexible specification testing in quantile regression models
- Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
- Penalized regression across multiple quantiles under random censoring
- Estimation of non-crossing quantile regression curves
- Quantile regression for mixed models with an application to examine blood pressure trends in China
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION
- Bayesian multiple quantile regression for linear models using a score likelihood
- CRPS Learning
- Quantile regression in heteroscedastic varying coefficient models
- A spatial panel quantile model with unobserved heterogeneity
- Estimation and inference for non-crossing multiple-index 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
- Comment on: ``Local 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
- PDE-regularised spatial quantile regression
- 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
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
- A comparative study of monotone quantile regression methods for financial returns
- 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
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Non-crossing convex quantile regression
- Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data
- Smooth density spatial quantile regression
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