Local Linear Quantile Regression

DOI10.2307/2669619zbMATH Open0906.62038OpenAlexW4245258463MaRDI QIDQ3839596FDOQ3839596

Authors: M. C. Jones, Keming Yu 

Publication date: 22 February 1999

Full work available at URL: https://doi.org/10.2307/2669619

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zbMATH Keywords

nonparametric regressionlocal linear regressionbandwidth selectionconditional quantilekernel estimatorrule-of-thumbreference chart

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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

• Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
• Improved double kernel local linear quantile regression
• Adaptively weighted kernel regression
• Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
• Identification and estimation in quantile varying-coefficient models with unknown link function
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• Expansion for moments of regression quantiles with applications to nonparametric testing
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
• Binary quantile regression and variable selection: a new approach
• Learning Multiple Quantiles With Neural Networks
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
• Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
• On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
• Efficient estimation of quantiles in missing data models
• Estimation of conditional quantiles from data with additional measurement errors
• Non-separable models with high-dimensional data
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
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• Estimation of value-at-risk using single index quantile regression
• Kernel methods for estimating derivatives of conditional quantiles
• Single-Index Quantile Regression Models for Censored Data
• A Multivariate Quantile Predictor
• Discussion of ``Local quantile regression
• Fixed design regression quantiles for time series
• Nonparametric identification and estimation of the extended Roy model
• Econometric modeling of risk measures: a selective review of the recent literature
• Counterfactual distributions of wages via quantile regression with endogeneity
• An elastic-net penalized expectile regression with applications
• A plug-in bandwidth selector for nonparametric quantile regression
• A quantile correlated random coefficients panel data model
• TR Multivariate Conditional Median Estimation
• Testing for additivity in nonparametric quantile regression
• Computation and application of robust data-driven bandwidth selection for gradient function estimation
• Earthquake parametric insurance with Bayesian spatial quantile regression
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• Improving precipitation forecasts using extreme quantile regression
• Testing and estimation in marker-set association study using semiparametric quantile regression kernel machine
• On projection-type estimators of multivariate isotonic functions
• Uniform convergence results for the local linear regression estimation of the conditional distribution
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• Adaptive quantile regression with precise risk bounds
• Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• Modified check loss for efficient estimation via model selection in quantile regression
• Improved local quantile regression
• Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• Kernel smoothed prediction intervals for ARMA models
• Robust estimation of nonparametric function via addition sequence
• Dimension reduction techniques for conditional expectiles
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Conditional quantile estimation by local logistic regression
• Nonparametric inference on smoothed quantile regression process
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• GEE analysis for longitudinal single-index quantile regression
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates
• A nonparametric measure of heteroskedasticity
• Semiparametric quantile regression using family of quantile-based asymmetric densities
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• The conditional breakdown properties of least absolute value local polynomial estimators
• Estimation of the envelope of a point set with loose boundaries
• Quantile regression using RJMCMC algorithm
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Efficient estimation in the partially linear quantile regression model for longitudinal data
• Tail dimension reduction for extreme quantile estimation
• The Lee-Carter quantile mortality model
• On spline estimators and prediction intervals in nonparametric regression.
• An estimator of a conditional quantile in the presence of auxiliary information
• Variable selection in heteroscedastic single-index quantile regression
• Significance testing in quantile regression
• A nonparametric approach for quantile regression
• High-throughput data analysis in behavior genetics
• Quantile regression under local misspecification
• Central quantile subspace
• Cluster-based least absolute deviation regression for dimension reduction
• Conditional quantile estimation for truncated and associated data
• Quantile based dimension reduction in censored regression
• Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
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• Sequential design for nonparametric inference
• Smooth conditional distribution estimators using Bernstein polynomials
• Identification of unobserved distribution factors and preferences in the collective household model
• Function compositional adjustments of conditional quantile curves
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
• Non-crossing quantile regression via doubly penalized kernel machine
• Local polynomial quantile regression with parametric features
• Sequential nonparametric fixed-width confidence intervals for conditional quantiles
• Nonparametric circular quantile regression
• On possibilistic representations of fuzzy intervals
• Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
• Estimation of additive quantile regression
• A weighted quantile regression for nonlinear models with randomly censored data
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Comment on: ``Local quantile regression
• Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves
• Simultaneous estimation of multiple conditional regression quantiles
• A robust test of specification based on order statistics
• Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection

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