Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients

DOI10.1177/1471082X231181734MaRDI QIDQ6669948zbMATH OpenFDO

Authors Vito M. R. Muggeo, Gianluca Sottile, Giovanna Cilluffo

Publication date 22 January 2025

Published in Statistical Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Additive models for quantile regression: model selection and confidence bands
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Beyond mean regression
• Fitting generalized linear models with unspecified link function: a P-spline approach
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Improving point and interval estimators of monotone functions by rearrangement
• Multiple smoothing parameters selection in additive regression quantiles
• Non-crossing quantile regression via doubly penalized kernel machine
• Noncrossing quantile regression curve estimation
• Parametric modeling of quantile regression coefficient functions
• Parametric modeling of quantile regression coefficient functions with count data
• Practical smoothing. The joys of P-splines
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Simultaneous estimation of quantile curves using quantile sheets

This page was built for publication: Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6669948)