Local Linear Quantile Regression
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Publication:3839596
DOI10.2307/2669619zbMATH Open0906.62038OpenAlexW4245258463MaRDI QIDQ3839596FDOQ3839596
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)
- 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
- 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
- Local asymptotics for nonparametric quantile regression with regression splines
- An adaptive composite quantile approach to dimension reduction
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- Local bilinear multiple-output quantile/depth regression
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Conditional copulas, association measures and their applications
- Asymptotics for penalized spline estimators in quantile regression
- Quantile regression and variable selection of partial linear single-index model
- Adaptive local linear quantile regression
- On kernel smoothing for extremal quantile regression
- Comparison of kernel estimators of conditional distribution function and quantile regression under censoring
- On Semiparametric Mode Regression Estimation
- Efficient estimation for time-varying coefficient longitudinal models
- Local Linear Additive Quantile Regression
- Conditional quantile estimation based on optimal quantization: from theory to practice
- Smoothly mixing regressions
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Nonparametric quantile regression for twice censored data
- On the local linear modelization of the conditional distribution for functional data
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Bayesian quantile regression
- Single-index quantile regression
- Local polynomial expectile regression
- Approximating conditional distribution functions using dimension reduction
- CONFIDENCE BANDS IN QUANTILE REGRESSION
- Confidence intervals for prediction intervals
- Robust and sparse learning of varying coefficient models with high-dimensional features
- A direct approach to inference in nonparametric and semiparametric quantile models
- Nonparametric inference of quantile curves for nonstationary time series
- Multiple smoothing parameters selection in additive regression quantiles
- Backfitting and smooth backfitting for additive quantile models
- Rejoinder
- Nonlinear dimension reduction for conditional quantiles
- Efficient estimation in local parametric regression analysis
- Quantile treatment effects in the regression discontinuity design
- The adaptive L1-penalized LAD regression for partially linear single-index models
- 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
- Expansion for moments of regression quantiles with applications to nonparametric testing
- 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
- Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles
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