A fast and efficient implementation of qualitatively constrained quantile smoothing splines

DOI10.1177/1471082X0700700403zbMATH Open1486.62118MaRDI QIDQ4970895FDOQ4970895

Authors: Pin T. Ng, Martin Mächler 

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

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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)

Cites Work

• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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• Regression Quantiles
• On the Implementation of a Primal-Dual Interior Point Method
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• A new polynomial-time algorithm for linear programming
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• A general projection framework for constrained smoothing.
• The L 1 Method for Robust Nonparametric Regression
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• Period Analysis of Variable Stars by Robust Smoothing
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• Cross-validation in nonparametric regression with outliers
• An algorithm for quantile smoothing splines
• Computational issues for quantile regression
• COBS: qualitatively constrained smoothing via linear programming
• A Frisch-Newton algorithm for sparse quantile regression
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• Linearly Constrained Discrete I ₁ Problems
• A remark on Bartels and Conn's linearly constrained, discrete l ₁ problems

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
• Flexible specification testing in quantile regression models
• Constrained smoothing \(B\)-splines for the term structure of interest rates
• Using B-splines for nonparametric inference on bivariate extreme-value copulas
• GAMLSS: A distributional regression approach
• Title not available (Why is that?)
• 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

Uses Software

• R
• SparseM
• COBS
• cobs

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