On Fractile Transformation of Covariates in Regression

DOI10.1080/01621459.2011.646916MaRDI QIDQ4916468zbMATH OpenOpenAlexFDO

Authors Bodhisattva Sen, Probal Chaudhuri

Publication date 22 April 2013

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2011.646916

zbMATH Keywords

Asymptotic consistencyFractile regressionGroups of transformationsInvariance and equivarianceKernel smoothingNonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• \(M\)-estimation, convexity and quantiles
• A Method of Fractile Graphical Analysis
• Additive regression and other nonparametric models
• An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
• Consistent nonparametric regression. Discussion
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Identification in Nonseparable Models
• Inference on MultivariateMEstimators Based on Bivariate Censored Data
• Multivariate spatial sign and rank methods
• Nonparametric multivariate descriptive measures based on spatial quantiles
• On affine equivariant multivariate quantiles
• Quantile regression methods for recursive structural equation models
• Weighted quantile regression with nonelliptically structured covariates

Cited in

(2)

• Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach
• On a nonparametric notion of residual and its applications

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