A nonparametric approach for quantile regression
DOI10.1186/S40488-018-0084-9zbMATH Open1394.62045OpenAlexW2884204715WikidataQ93169892 ScholiaQ93169892MaRDI QIDQ724304FDOQ724304
Authors: Mei-Ling Huang, Christine Nguyen
Publication date: 25 July 2018
Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40488-018-0084-9
Recommendations
- scientific article; zbMATH DE number 5957364
- Quantile regression: A nonparametric approach
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- Estimation of additive quantile regression
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
nonparametric regressiongoodness-of-fitconditional quantileGumbel's second kind of bivariate exponential distributionnonparametric kernel density estimatorweighted loss function
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)
Cites Work
- Regression Quantiles
- Quantile regression.
- Nonparametric econometrics. Theory and practice.
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Title not available (Why is that?)
- Multivariate density estimation. Theory, practice, and visualization
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Bivariate Exponential Distributions
- Local Linear Quantile Regression
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Title not available (Why is that?)
- Methods for Estimating a Conditional Distribution Function
- High quantile regression for extreme events
- A weighted linear quantile regression
Cited In (21)
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
- Title not available (Why is that?)
- Expansion for moments of regression quantiles with applications to nonparametric testing
- An Implementation for Regression Quantile Estimation
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- A non-iterative posterior sampling algorithm for linear quantile regression model
- Nonparametric C- and D-vine-based quantile regression
- Title not available (Why is that?)
- Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
- An interior point algorithm for nonlinear quantile regression
- Quantile regression without the curse of unsmoothness
- On nonparametric conditional quantile estimation for non-stationary random fields
- No-Crossing Single-Index Quantile Regression Curve Estimation
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
- A fuzzy empirical quantile-based regression model based on triangular fuzzy numbers
- A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
- Nonparametric estimation of conditional quantiles using quantile regression trees
- Randomized quantile regression estimation for heteroskedastic non parametric model
- A semiparametric nonlinear quantile regression model for financial returns
- On nonparametric conditional quantile estimation for non-stationary spatial processes
- Title not available (Why is that?)
Uses Software
This page was built for publication: A nonparametric approach for quantile regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q724304)