Multiple smoothing parameters selection in additive regression quantiles

DOI10.1177/1471082X20929802OpenAlexW3026022665MaRDI QIDQ5070484FDOQ5070484

Authors: Vito M. R. Muggeo, Federico Torretta, Mariangela Sciandra, Massimo Attanasio, Paul Eilers 

Publication date: 12 April 2022

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

Full work available at URL: https://doi.org/10.1177/1471082x20929802

zbMATH Keywords

P-splinessemiparametric quantile regressionadditive quantile regressionflexible modellingSchall algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Semiparametric Regression
• Generalized additive models. An introduction with R.
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Regression Quantiles
• Smoothing and mixed models
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• Estimation in generalized linear models with random effects
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• Bayesian quantile regression
• Quantile regression for longitudinal data
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• Quantile smoothing splines
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• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• GACV for quantile smoothing splines
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
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• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
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• Robust Estimation of Variance Components
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• Quantile regression: A short story on how and why
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• Improved local quantile regression
• Statistical modelling of gained university credits to evaluate the role of pre-enrolment assessment tests: An approach based on quantile regression for counts
• L- and V-curves for optimal smoothing
• Boosting for statistical modelling-A non-technical introduction

Cited In (4)

• Functional linear quantile regression on a two-dimensional domain
• PDE-regularised spatial quantile regression
• Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients
• Automatic search intervals for the smoothing parameter in penalized splines

Uses Software

• R
• quantreg
• SemiPar
• mboost
• COBS
• gamair
• cobs

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