A weighted linear quantile regression

DOI10.1080/00949655.2014.938240MaRDI QIDQ5220894zbMATH OpenOpenAlexFDO

Authors Mei-Ling Huang, Dmitry Tashnev, Xiaojian Xu

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.938240

zbMATH Keywords

linear programmingrate of convergenceconditional quantileadaptive weightsgoodness of fitweighted loss functionbirth-weighthigh cholesterol level

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• L-estimatton for linear heteroscedastic models
• Estimation in functional linear quantile regression
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
• Estimation of Extreme Conditional Quantiles Through Power Transformation
• Estimation of high conditional quantiles for heavy-tailed distributions
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Inference for censored quantile regression models in longitudinal studies
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Power Transformation Toward a Linear Regression Quantile
• Quantile regression.
• Reappraising Medfly Longevity
• Regression Quantiles
• Weighted composite quantile estimation and variable selection method for censored regression model

Cited in

(17)

• Weighted quantile regression for longitudinal data
• Weighted local linear composite quantile estimation for the case of general error distributions
• An algorithm of nonparametric quantile regression
• Weighted quantile-based estimation for a class of transformation distributions.
• Local constant kernel-weighted quantile regression estimation via an MM-algorithm and its applications
• Bayesian non-crossing quantile regression for regularly varying distributions
• scientific article; zbMATH DE number 1419661 (Why is no real title available?)
• Prediction of composite indicators using locally weighted quantile regression
• A new weighted quantile regression
• Weighted quantile regression with nonelliptically structured covariates
• Characterization of weighted quantile sum regression for highly correlated data in a risk analysis setting
• Regression as weighted mean of partial lines: interpretation, properties, and extensions
• A nonparametric approach for quantile regression
• Research and application of the weighted quantile regression with adaptive Lasso method
• High quantile regression for extreme events
• Constrained quantile regression and heteroskedasticity
• On weighted and locally polynomial directional quantile regression

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