Semiparametric quantile regression using family of quantile-based asymmetric densities

DOI10.1016/J.CSDA.2020.107129MaRDI QIDQ830455zbMATH OpenOpenAlexFDO

Authors Irène Gijbels, Rezaul Karim, Anneleen Verhasselt

Publication date 7 May 2021

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

Full work available at URL https://lirias.kuleuven.be/handle/123456789/667506

zbMATH Keywords

asymptotic distributionbandwidth selectionlocal polynomial fittinglocal likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
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• scientific article; zbMATH DE number 3917463 (Why is no real title available?)
• scientific article; zbMATH DE number 720755 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Local Linear Quantile Regression
• Local Maximum Likelihood Estimation and Inference
• Local Polynomial Estimation in Multiparameter Likelihood Models
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
• Quantile regression.
• Regression Quantiles
• Simultaneous linear quantile regression: a semiparametric Bayesian approach

Cited in

(2)

• Two-piece distribution based semi-parametric quantile regression for right censored data
• A new quantile regression model with application to human development index

Describes a project that uses

Uses Software

• QBAsyDist

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