Functional data analysis of generalized regression quantiles

DOI10.1007/S11222-013-9425-1MaRDI QIDQ5962733zbMATH OpenOpenAlexFDO

Authors Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Wolfgang K. Härdle

Publication date 23 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-013-9425-1

zbMATH Keywords

functional data analysisprincipal component analysispenalized splinesiteratively reweighted least squaresasymmetric loss functiongeneralized quantiles

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) General nonlinear regression (62J02) Applications of statistics to environmental and related topics (62P12)

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Cites work

• M-quantiles
• A Simplex Method for Function Minimization
• Asymmetric Least Squares Estimation and Testing
• Asymmetric least squares regression estimation: A nonparametric approach^∗
• Confidence bands in quantile regression
• Expectiles and M-quantiles are quantiles
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Functional data analysis.
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Joint modelling of paired sparse functional data using principal components
• Optimal expectile smoothing
• Principal component models for sparse functional data
• Putting a price on temperature
• Quantile regression.
• Regression Quantiles
• Semiparametric Regression
• Simultaneous confidence bands for expectile functions
• Weather Forecasting for Weather Derivatives

Cited in

(13)

• Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
• Statistical inference in the partial functional linear expectile regression model
• New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
• scientific article; zbMATH DE number 2232689 (Why is no real title available?)
• Joint estimation of monotone curves via functional principal component analysis
• Functional data analysis of generalized quantile regression with application to the climate change
• Principal component analysis in an asymmetric norm
• Dynamic semi-parametric factor model for functional expectiles
• Simultaneous estimation of multiple conditional regression quantiles
• On the quantile regression when the regressor is functional: spatial data case
• Flexible quantile contour estimation for multivariate functional data: beyond convexity
• Financial risk meter FRM based on expectiles
• Multivariate analysis of variance for functional data

Describes a project that uses

Uses Software

• SemiPar
• fda (R)

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