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)

• 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
• 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
• Kernel density regression
• 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
• Confidence bands in quantile regression
• 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
• 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 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
• Nonlinear dimension reduction for conditional quantiles
• Quantile treatment effects in the regression discontinuity design
• The adaptive L1-penalized LAD regression for partially linear single-index models
• 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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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

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