On estimating conditional quantiles and distribution functions.
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Publication:5958475
DOI10.1016/S0167-9473(01)00070-6zbMath1072.62555WikidataQ127412337 ScholiaQ127412337MaRDI QIDQ5958475
Publication date: 3 March 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Logistic regressionConditional distribution functionsConditional log-oddsConditional quantile functionQuantile regression
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)
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Cites Work
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Kernel and nearest-neighbor estimation of a conditional quantile
- Least absolute deviations estimation for the censored regression model
- Conditional empirical processes
- Asymptotic properties of kernel estimators based on local medians
- Non-parametric estimation of conditional quantiles
- Consistent nonparametric regression. Discussion
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Nonparametric regression M-quantiles
- Trimmed Least Squares Estimation in the Linear Model
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Regression Quantiles
- Quantile smoothing splines
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