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?)
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Cited in
(22)- 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
- 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
- Quantile regression in heteroscedastic varying coefficient models
- Expectile and quantile regression—David and Goliath?
- 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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