Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
From MaRDI portal
Publication:4632620
DOI10.1111/j.1467-9868.2009.00725.xzbMath1411.62101OpenAlexW2119608836WikidataQ34220220 ScholiaQ34220220MaRDI QIDQ4632620
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2958780
local polynomial regressionasymptotic efficiencykernel functionnonparametric regressioncomposite quantile regression estimator
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Related Items
Quantile regression estimation for distortion measurement error data, Composite quantile regression estimation for left censored response longitudinal data, Weighted composite quantile regression for single-index models, Robust estimation of nonparametric function via addition sequence, Estimation and variable selection for partially functional linear models, Hypothesis testing of varying coefficients for regional quantiles, Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression, Local composite quantile regression smoothing for Harris recurrent Markov processes, Estimation of linear composite quantile regression using EM algorithm, Learning Multiple Quantiles With Neural Networks, Robust reduced-rank modeling via rank regression, Single-index composite quantile regression for ultra-high-dimensional data, Composite quantile regression for correlated data, Composite change point estimation for bent line quantile regression, A propensity score adjustment method for regression models with nonignorable missing covariates, General composite quantile regression: Theory and methods, Multi-round smoothed composite quantile regression for distributed data, B-spline estimation for partially linear varying coefficient composite quantile regression models, A robust regression methodology via M-estimation, Optimal subsampling for composite quantile regression model in massive data, Gaussian copula based composite quantile regression in semivarying models with longitudinal data, Quantile regression methods with varying-coefficient models for censored data, Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies, Integrated quantile rank test (iQRAT) for gene-level associations, Semiparametric quantile estimation for varying coefficient partially linear measurement errors models, Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach, Bayesian joint-quantile regression, Composite quantile regression for massive datasets, Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression, Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data, Sparse wavelet estimation in quantile regression with multiple functional predictors, Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression, Composite quantile estimation for kink model with longitudinal data, Improved composite quantile regression and variable selection with nonignorable dropouts, Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions, Global debiased DC estimations for biased estimators via pro forma regression, Dimension reduction via local rank regression, Improved multiple quantile regression estimation with nonignorable dropouts, Wavelet-based LASSO in functional linear quantile regression, An effective method to reduce the computational complexity of composite quantile regression, Variable selection and coefficient estimation via composite quantile regression with randomly censored data, Partially functional linear quantile regression model and variable selection with censoring indicators MAR, Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial, Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm, High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms, Renewable composite quantile method and algorithm for nonparametric models with streaming data, Communication-efficient sparse composite quantile regression for distributed data, Efficient estimation for time-varying coefficient longitudinal models, Local Walsh-average regression for semiparametric varying-coefficient models, Unnamed Item, Single-index composite quantile regression, Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models, Bayesian composite Tobit quantile regression, Inference of local regression in the presence of nuisance parameters, Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors, A predictive leverage statistic for quantile regression with measurement errors, Weighted composite quantile regression for partially linear varying coefficient models, Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition, Robust communication-efficient distributed composite quantile regression and variable selection for massive data, Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation, Advanced algorithms for penalized quantile and composite quantile regression, Robust estimation of a location parameter with the integrated Hogg function, Testing in linear composite quantile regression models, Composite support vector quantile regression estimation, Local Walsh-average-based estimation and variable selection for single-index models, Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models, Quantile regression and variable selection for partially linear model with randomly truncated data, Rank-based shrinkage estimation for identification in semiparametric additive models, Robust estimation and regression with parametric quantile functions, Computation and application of robust data-driven bandwidth selection for gradient function estimation, Weighted composite quantile regression for single index model with missing covariates at random, Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity, Walsh-average based variable selection for varying coefficient models, Pairwise distance-based tests for conditional symmetry, Bayesian bridge-randomized penalized quantile regression, Composite quantile regression for single-index models with asymmetric errors, Two step composite quantile regression for single-index models, Adaptive composite quantile regressions and their asymptotic relative efficiency, Copula and composite quantile regression-based estimating equations for longitudinal data, Composite quantile regression estimation of linear error-in-variable models using instrumental variables, A note on the efficiency of composite quantile regression, Unnamed Item, Robust and efficient estimating equations for longitudinal data partial linear models and its applications, Econometric modeling of risk measures: a selective review of the recent literature, \(L_1\)-estimation for covariate-adjusted regression, Weighted quantile regression and testing for varying-coefficient models with randomly truncated data, Local Walsh-average regression, Robust check loss-based inference of semiparametric models and its application in environmental data, Optimal subsampling for composite quantile regression in big data, Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function, Quantile aggregation and combination for stock return prediction, Empirical likelihood for composite quantile regression modeling, A lack-of-fit test for quantile regression process models, Robust comparison of regression curves, CQR-based inference for the infinite-variance nearly nonstationary autoregressive models, Single-index composite quantile regression with heteroscedasticity and general error distributions