P-splines quantile regression estimation in varying coefficient models
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Publication:464449
DOI10.1007/S11749-013-0346-2zbMATH Open1297.62067OpenAlexW1971278385MaRDI QIDQ464449FDOQ464449
Authors: Y. Andriyana, Irène Gijbels, Anneleen Verhasselt 
Publication date: 17 October 2014
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-013-0346-2
Recommendations
- Marginal quantile regression for varying coefficient models with longitudinal data
- Quantile regression with varying coefficients
- Quantile regression in varying coefficient models.
- Quantile regression in heteroscedastic varying coefficient models
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Spline approximation (41A15)
Cites Work
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Cited In (19)
- 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
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Hypothesis testing for varying coefficient models in tail index regression
- Quantile regression with varying coefficients
- 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
- Robust nonparametric regression: a review
- Bayesian regularized quantile structural equation models
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Marginal quantile regression for varying coefficient models with longitudinal data
- Quantile regression in heteroscedastic varying coefficient models
- Expectile and quantile regression—David and Goliath?
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- 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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