Quantile regression: A nonparametric approach

DOI10.1016/0167-9473(88)90003-5zbMATH Open0726.62057OpenAlexW1975627863MaRDI QIDQ804148FDOQ804148

Pascal Sarda, Michel G. Lejeune

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90003-5

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zbMATH Keywords

nonparametric regressionquantile regressionL(1)-regressionM- estimates

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Cites Work

• Robust Locally Weighted Regression and Smoothing Scatterplots
• Robust Statistics
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Title not available (Why is that?)

Cited In (28)

• Directional quantile regression in R
• Bayesian nonparametric quantile regression using splines
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Quantile regression using RJMCMC algorithm
• Expansion for moments of regression quantiles with applications to nonparametric testing
• Quantile regression when the covariates are functions
• Quantile regression with censored data using generalized \(L_1\) minimization
• Estimation of conditional quantiles from data with additional measurement errors
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Title not available (Why is that?)
• Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
• Title not available (Why is that?)
• An interior point algorithm for nonlinear quantile regression
• Quantile regression without the curse of unsmoothness
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Non‐parametric Quantile Regression with Censored Data
• Spline estimation of conditional quantities for functional covariates
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• NonparametricM-quantile regression using penalised splines
• Comparison of kernel estimators of conditional distribution function and quantile regression under censoring
• Nonlinear panel data estimation via quantile regressions
• 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
• CONFIDENCE BANDS IN QUANTILE REGRESSION
• An Adaptive Filtering Procedure for Estimating Regression Quantiles
• Title not available (Why is that?)
• Nonparametric estimation for quadratic regression

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