P-splines quantile regression estimation in varying coefficient models
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Cites work
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1471715 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A Frisch-Newton algorithm for sparse quantile regression
- A practical guide to splines.
- Additive models for quantile regression: model selection and confidence bands
- Approximation Theorems of Mathematical Statistics
- Asymptotics for Lasso-type estimators.
- Estimating the dimension of a model
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Inference for covariate adjusted regression via varying coefficient models
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local polynomial fitting in semivarying coefficient model
- Longitudinal and Panel Data
- Matrix mathematics. Theory, facts, and formulas
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On a minimum correlation problem.
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Quantile regression for longitudinal data
- Quantile regression in partially linear varying coefficient models
- Quantile regression in varying coefficient models.
- Quantile regression with varying coefficients
- Quantile regression.
- Quantile smoothing splines
- Regression Quantiles
- Regularized simultaneous model selection in multiple quantiles regression
- Robust penalized quantile regression estimation for panel data
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Statistical methods with varying coefficient models
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- The Stationary Bootstrap
- The jackknife and the bootstrap for general stationary observations
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection of varying coefficient models in quantile regression
- Varying-coefficient marginal models and applications in longitudinal data analysis
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(25)- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
- Efficient estimation for varying coefficient modal regression
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Hypothesis testing for varying coefficient models in tail index regression
- Quantile regression with varying coefficients
- Flexible quantile regression models: application to the study of the purple sea urchin
- Covariate adjustment in continuous biomarker assessment
- Quantile splines with several covariates
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Bayesian regularized quantile structural equation models
- Robust nonparametric regression: a review
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Marginal quantile regression for varying coefficient models with longitudinal data
- Simultaneous estimation and domain selection for the spatial autoregressive model with semi-parametric functional coefficients
- Quantile regression in heteroscedastic varying coefficient models
- Expectile and quantile regression—David and Goliath?
- Estimation and Inference of Quantile Spatially Varying Coefficient Models Over Complicated Domains
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- Testing the heteroscedastic error structure in quantile varying coefficient models
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Multiple smoothing parameters selection in additive regression quantiles
- Shape testing in quantile varying coefficient models with heteroscedastic error
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