Local Linear Quantile Regression
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Publication:3839596
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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nonparametric regressionlocal linear regressionbandwidth selectionconditional quantilekernel estimatorrule-of-thumbreference chart
Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cited In (only showing first 100 items - show all)
- 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
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- 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
- Quantile based dimension reduction in censored regression
- Title not available (Why is that?)
- 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
- UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH
- 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
- Sliced inverse regression in reference curves estimation
- Semiparametric quantile regression with random censoring
- Dimension reduction via local rank regression
- Quantile regression and variable selection for partially linear model with randomly truncated data
- On weighted and locally polynomial directional quantile regression
- Conditional Quantile Estimation for Truncated and Associated Data
- Consistency of a nonparametric conditional mode estimator for random fields
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Single index quantile regression for heteroscedastic data
- Conditional quantile estimation by local logistic regression
- Asymptotics of nonparametric L-1 regression models with dependent data
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- A comparison of local constant and local linear regression quantile estimators
- Nonparametric estimation of conditional VaR and expected shortfall
- Local linear spatial quantile regression
- Conditional quantile estimation through optimal quantization
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Bootstrap confidence bands and partial linear quantile regression
- Semiparametric quantile modelling of hierarchical data
- Local linear quantile estimation for nonstationary time series
- Nonparametric estimation and inference on conditional quantile processes
- Quantile regression with varying coefficients
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Approximating conditional density functions using dimension reduction
- On semiparametric mode regression estimation
- Nonparametric prediction by conditional median and quantiles
- Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
- Inference for single-index quantile regression models with profile optimization
- Vector quantile regression: an optimal transport approach
- Asymptotically efficient estimation of the conditional expected shortfall
- Quantile regression in partially linear varying coefficient models
- Comment on ``Local quantile regression
- Local quantile regression
- Comparing conditional quantile curves
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Nonparametric C- and D-vine-based quantile regression
- Quantile index coefficient model with variable selection
- Robust quantile estimation and prediction for spatial processes
- Conditional value-at-risk: semiparametric estimation and inference
- Two step composite quantile regression for single-index models
- Local linear quantile regression with truncated and dependent data
- Quantile regression for modelling distributions of profit and loss
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Estimation of general semi-parametric quantile regression
- Quantile regression for dynamic partially linear varying coefficient time series models
- Quantile regression methods with varying-coefficient models for censored data
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