Discussion: A comparison of GAMLSS with quantile regression

DOI10.1177/1471082X13494316MaRDI QIDQ4970822FDOQ4970822

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

• Gaussian Markov Random Fields
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Generalized Additive Models for Location, Scale and Shape
• Generalized Linear Models with Random Effects
• An extended quasi-likelihood function
• Title not available (Why is that?)
• Double Hierarchical Generalized Linear Models (With Discussion)
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• 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

Uses Software

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

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