Stepwise multiple quantile regression estimation using non-crossing constraints
From MaRDI portal
Publication:440104
DOI10.4310/SII.2009.V2.N3.A4zbMATH Open1245.62039MaRDI QIDQ440104FDOQ440104
Authors: Yichao Wu, Yufeng Liu
Publication date: 18 August 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
Recommendations
- Estimation and inference for non-crossing multiple-index quantile regression
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Estimation of non-crossing quantile regression curves
- Noncrossing quantile regression curve estimation
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
Cited In (33)
- An efficient model-free estimation of multiclass conditional probability
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Constrained quantile regression and heteroskedasticity
- Calibration of numerical model output using nonparametric spatial density functions
- Bayesian quantile regression using random B-spline series prior
- Non-crossing weighted kernel quantile regression with right censored data
- Deep support vector quantile regression with non-crossing constraints
- Bayesian non-crossing quantile regression for regularly varying distributions
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Iteratively reweighted constrained quantile regressions
- A composite Bayesian approach for quantile curve fitting with non-crossing constraints
- Noncrossing quantile regression curve estimation
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- A general quantile function model for economic and financial time series
- Analyzing ozone concentration by Bayesian spatio-temporal quantile regression
- Improved multiple quantile regression estimation with nonignorable dropouts
- Markov-switching quantile autoregression: a Gibbs sampling approach
- No-Crossing Single-Index Quantile Regression Curve Estimation
- Estimation of non-crossing quantile regression curves
- Penalized regression across multiple quantiles under random censoring
- Bayesian multiple quantile regression for linear models using a score likelihood
- Quantile regression in heteroscedastic varying coefficient models
- Estimation and inference for non-crossing multiple-index quantile regression
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Quantile regression for overdispersed count data: a hierarchical method
- Expectile and quantile regression—David and Goliath?
- Group penalized quantile regression
- Non-crossing convex quantile regression
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- Multi-step quantile regression tree
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- A quantile survival model for censored data
This page was built for publication: Stepwise multiple quantile regression estimation using non-crossing constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q440104)