Combining regression quantile estimators

zbMATH Open1166.62022MaRDI QIDQ5325823FDOQ5325823

Kejia Shan, Yuhong Yang

Publication date: 24 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n316/j19n316.html

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zbMATH Keywords

model combinationaggregation of estimatorsadaptive quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15)

Cited In (10)

• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Jackknife model averaging for composite quantile regression
• Model averaging for semiparametric varying coefficient quantile regression models
• Combining Estiamates in Regression and Classification
• Jackknife model averaging for high‐dimensional quantile regression
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
• Combining Independent Regression Estimators From Multiple Surveys
• Variance function estimation in regression model via aggregation procedures
• Combining probabilistic forecasts of COVID-19 mortality in the United States
• A quasi-Bayesian model averaging approach for conditional quantile models

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