Local polynomial quantile regression with parametric features

DOI10.1198/JASA.2009.TM08400zbMATH Open1205.62042OpenAlexW2018786424MaRDI QIDQ3069877FDOQ3069877

Authors: Anouar El Ghouch, Marc G. Genton 

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08400

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zbMATH Keywords

model misspecificationrobustnessbias reductionlocal polynomial smoothingstrong mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cited In (10)

• A parametric approach for estimating conditional probability distributions
• Conditional quantile estimation by local logistic regression
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
• Function compositional adjustments of conditional quantile curves
• A plug-in bandwidth selector for nonparametric quantile regression
• Quantile hidden semi-Markov models for multivariate time series
• Kernel conditional density estimation when the regressor is valued in a semi-metric space
• Dose-response curve estimation: a semiparametric mixture approach
• Adaptive quantile regression with precise risk bounds
• Structure discovery and parametrically guided regression

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