Discussion: A comparison of GAMLSS with quantile regression

DOI10.1177/1471082X13494316MaRDI QIDQ4970822zbMATH OpenFDO

Authors Ra Rigby, Dm Stasinopoulos, Vlasios Voudouris

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

GAMLSSquantile and expectile regressionregression on the tail of the distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1091847 (Why is no real title available?)
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• An extended quasi-likelihood function
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Double Hierarchical Generalized Linear Models (With Discussion)
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Gaussian Markov Random Fields
• Generalized Additive Models for Location, Scale and Shape
• Generalized Linear Models with Random Effects
• Simultaneous estimation of quantile curves using quantile sheets
• Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis

Cited in

(7)

• Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression
• Generalized expectile regression with flexible response function
• Unit regression models to explain vote proportions in the Brazilian presidential elections in 2018
• Pinball boosting of regression quantiles
• Gaussian Markov random field spatial models in GAMLSS
• GAMLSS: A distributional regression approach
• Spatio-temporal expectile regression models

Describes a project that uses

Uses Software

• cobs
• Expectreg
• Worm plot
• GAMLSS
• GMRFLib
• quantreg
• GLIM

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