A fast and efficient implementation of qualitatively constrained quantile smoothing splines

DOI10.1177/1471082X0700700403MaRDI QIDQ4970895zbMATH OpenFDO

Authors Pin T. Ng, Martin Mächler

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionquantile regressionsimplexinterior-pointsmoothing splinelinear program

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Cites work

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Cited in

(15)

• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Simultaneous fitting of Bayesian penalised quantile splines
• Discussion: A comparison of GAMLSS with quantile regression
• Estimation of predictive performance in high-dimensional data settings using learning curves
• Non-linear models for extremal dependence
• Conditional analysis for mixed covariates, with application to feed intake of lactating sows
• Constrained smoothing \(B\)-splines for the term structure of interest rates
• Flexible specification testing in quantile regression models
• Using B-splines for nonparametric inference on bivariate extreme-value copulas
• GAMLSS: A distributional regression approach
• scientific article; zbMATH DE number 7626735 (Why is no real title available?)
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
• Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients
• Multiple smoothing parameters selection in additive regression quantiles
• Improved local quantile regression

Describes a project that uses

Uses Software

• cobs
• COBS
• SparseM
• R

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