Functional data analysis of generalized regression quantiles

DOI10.1007/s11222-013-9425-1zbMath1331.62031OpenAlexW1984044148MaRDI QIDQ5962733

Wolfgang Karl Härdle, Lan Zhou, Mengmeng Guo, Jianhua Z. Huang

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

principal component analysisasymmetric loss functionfunctional data analysisgeneralized quantilesiteratively reweighted least squarespenalized splines

Mathematics Subject Classification ID

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

Related Items

Dynamic semi-parametric factor model for functional expectiles, Principal component analysis in an asymmetric norm, Multivariate analysis of variance for functional data, Simultaneous estimation of multiple conditional regression quantiles, Joint estimation of monotone curves via functional principal component analysis, Financial risk meter FRM based on expectiles, Statistical inference in the partial functional linear expectile regression model

Uses Software

• fda (R)
• SemiPar

Cites Work

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