Functional data analysis of generalized regression quantiles

DOI10.1007/S11222-013-9425-1zbMATH Open1331.62031OpenAlexW1984044148MaRDI QIDQ5962733FDOQ5962733

Wolfgang K. 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

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)

Cites Work

• Semiparametric Regression
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Functional data analysis.
• Regression Quantiles
• Principal component models for sparse functional data
• Title not available (Why is that?)
• Goodness of Fit and Related Inference Processes for Quantile Regression
• A Simplex Method for Function Minimization
• Asymmetric Least Squares Estimation and Testing
• Expectiles and \(M\)-quantiles are quantiles
• M-quantiles
• Asymmetric least squares regression estimation: A nonparametric approach^∗
• Optimal expectile smoothing
• Title not available (Why is that?)
• Joint modelling of paired sparse functional data using principal components
• Weather Forecasting for Weather Derivatives
• CONFIDENCE BANDS IN QUANTILE REGRESSION
• Simultaneous confidence bands for expectile functions

Cited In (12)

• 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
• Title not available (Why is that?)
• Joint estimation of monotone curves via functional principal component analysis
• Principal component analysis in an asymmetric norm
• Dynamic semi-parametric factor model for functional expectiles
• Simultaneous estimation of multiple conditional regression quantiles
• Flexible quantile contour estimation for multivariate functional data: beyond convexity
• On the quantile regression when the regressor is functional: spatial data case
• Financial risk meter FRM based on expectiles
• Multivariate analysis of variance for functional data

Uses Software

• fda (R)
• SemiPar

   Recommendations

• Title not available (Why is that?) 👍 👎
• Nonparametric quantile regression estimation for functional dependent data 👍 👎
• Estimation in functional linear quantile regression 👍 👎
• Statistical inference for the functional quadratic quantile regression model 👍 👎
• Quantile regression in functional linear semiparametric model 👍 👎
• Inference in functional linear quantile regression 👍 👎
• Functional Response Quantile Regression Model 👍 👎
• Functional Censored Quantile Regression 👍 👎
• FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION 👍 👎
• Function-on-function partial quantile regression 👍 👎

This page was built for publication: Functional data analysis of generalized regression quantiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962733)