Local asymptotics for nonparametric quantile regression with regression splines

DOI10.1016/J.SPL.2016.06.002zbMATH Open1398.62103OpenAlexW2428092331MaRDI QIDQ310674FDOQ310674

Authors: Weihua Zhao, Heng Lian 

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.002

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zbMATH Keywords

asymptotic normalityB-splines\(L_\infty\) normcheck loss function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Regression Quantiles
• A practical guide to splines.
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Title not available (Why is that?)
• Local Linear Quantile Regression
• Local asymptotics for polynomial spline regression
• Local asymptotics for regression splines and confidence regions
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Quantile regression with varying coefficients
• Quantile regression in partially linear varying coefficient models
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Nonparametric quantile estimations for dynamic smooth coefficient models
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Sieve \(M\) inference on irregular parameters

Cited In (6)

• Confidence intervals for nonparametric quantile regression: an emphasis on smoothing splines approach
• Local asymptotics for regression splines and confidence regions
• On spline estimators and prediction intervals in nonparametric regression.
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Some asymptotic results on bivariate quantile splines
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series

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