A new weighted quantile regression

DOI10.1080/23311835.2017.1357237zbMath1426.62122OpenAlexW2738065116MaRDI QIDQ5193450

Mei Ling Huang, Ramona Rat

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1357237

zbMATH Keywords

linear programmingconditional quantilegeneralized Pareto distributionweighted loss functionbivariate Pareto distribution type IIkernel conditional density estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Linear regression; mixed models (62J05)

Cites Work

• Statistical inference using extreme order statistics
• Regression Quantiles
• Goodness of Fit and Related Inference Processes for Quantile Regression
• A weighted linear quantile regression
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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