Nonparametric Estimation of an Additive Quantile Regression Model

Cited In (82)

Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
GEE analysis for longitudinal single-index quantile regression
Model Selection via Bayesian Information Criterion for Quantile Regression Models
Nonparametric estimation of additive models with errors-in-variables
Identification and estimation in quantile varying-coefficient models with unknown link function
Modelling functional additive quantile regression using support vector machines approach
Principal single-index varying-coefficient models for dimension reduction in quantile regression
Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
Two stage smoothing in additive models with missing covariates
Partially linear modeling of conditional quantiles using penalized splines
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Specification testing for transformation models with an application to generalized accelerated failure-time models
Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
Inference for single-index quantile regression models with profile optimization
Local quantile regression
Conditional quantile processes based on series or many regressors
Comparing conditional quantile curves
Additive models for extremal quantile regression with Pareto-type distributions
Two-stage local Walsh average estimation of generalized varying coefficient models
Quantile index coefficient model with variable selection
Estimation and inference in semiparametric quantile factor models
Principal varying coefficient estimator for high-dimensional models
Bayesian quantile regression for partially linear additive models
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
Estimation of general semi-parametric quantile regression
Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
Simultaneous estimation of linear conditional quantiles with penalized splines
Variable selection for additive partial linear quantile regression with missing covariates
A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
Estimation and variable selection for quantile partially linear single-index models
Component selection in additive quantile regression models
Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
Sieve instrumental variable quantile regression estimation of functional coefficient models
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Efficient estimation of an additive quantile regression model
Testing for additivity in nonparametric quantile regression
High-dimensional quantile varying-coefficient models with dimension reduction
Estimation of additive quantile regression
Pursuit of dynamic structure in quantile additive models with longitudinal data
Model averaging marginal regression for high dimensional conditional quantile prediction
A quantile regression model for time-series data in the presence of additive components
Specification testing in nonparametric instrumental quantile regression
Quantile regression methods for first-price auctions
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
Conditional quantile estimation based on optimal quantization: from theory to practice
Nonparametric smoothing for extremal quantile regression with heavy tailed data
Linear quantile regression models for longitudinal experiments: an overview
Estimation of panel data partly specified Tobit regression with fixed effects
Global Bahadur representation for nonparametric censored regression quantiles and its applications
Two-stage local M-estimation of additive models
Single-index quantile regression
Simultaneous Semiparametric Estimation of Clustering and Regression
Nonparametric comparison of quantile curves: a stochastic process approach
Semiparametric quantile regression with random censoring
Bayesian inference for additive mixed quantile regression models
Additive inverse regression models with convolution-type operators
Backfitting and smooth backfitting for additive quantile models
Quantile regression estimation of partially linear additive models
Estimation and variable selection of quantile partially linear additive models for correlated data
Locally adaptive sparse additive quantile regression model with TV penalty
Bayesian Conditional Transformation Models
Local partitioned quantile regression
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
Robust nonparametric regression: a review
Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
Variable selection in additive quantile regression using nonconcave penalty
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
FUNCTIONAL ADDITIVE QUANTILE REGRESSION
Two-stage local rank estimation for generalised partially linear varying-coefficient models
Functional quantile autoregression
Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
Comments on: ``An updated review of goodness-of-fit tests for regression models
Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
Multi-step quantile regression tree
Estimation in quantile regression models with jump discontinuities
Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods

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