Quantile regression without the curse of unsmoothness

DOI10.1016/J.CSDA.2009.03.012MaRDI QIDQ961840zbMATH OpenOpenAlexFDO

Authors You-Gan Wang, Min Zhu, Quan Xi Shao

Publication date 1 April 2010

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

Full work available at URL https://doi.org/10.1016/j.csda.2009.03.012

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• A resampling method based on pivotal estimating functions
• Calibrated interpolated confidence intervals for population quantiles
• Computational issues for quantile regression
• How to combine M-estimators to estimate quantiles and a score function
• Markov Chain Marginal Bootstrap
• Maximum Likelihood Estimation of Misspecified Models
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• On M-estimators and normal quantiles.
• Quantile regression.
• Regression Quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Standard errors and covariance matrices for smoothed rank estimators

Cited in

(14)

• Bayesian nonparametric quantile regression using splines
• Random weighting estimation of confidence intervals for quantiles
• Smoothed empirical likelihood for quantile regression models with response data missing at random
• Weighted quantile regression for AR model with infinite variance errors
• On interquantile smoothness of censored quantile regression with induced smoothing
• Quantile Association Regression Models
• Empirical likelihood for quantile regression models with longitudinal data
• Smoothed rank-based procedure for censored data
• On a new NBUE property in multivariate sense: an application
• Variance estimation in censored quantile regression via induced smoothing
• Rank regression for analysis of clustered data: a natural induced smoothing approach
• Quantile regression for longitudinal data with a working correlation model
• Rank regression for accelerated failure time model with clustered and censored data
• Extremum estimation and numerical derivatives

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