Multiple smoothing parameters selection in additive regression quantiles

DOI10.1177/1471082X20929802MaRDI QIDQ5070484zbMATH OpenOpenAlexFDO

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

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Cited in

(4)

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

Describes a project that uses

Uses Software

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

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