Quantile regression without the curse of unsmoothness

DOI10.1016/J.CSDA.2009.03.012zbMATH Open1453.62241OpenAlexW2055715712MaRDI QIDQ961840FDOQ961840

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

Recommendations

• Unconditional Quantile Regressions
• Quantile regression: A nonparametric approach
• Regression quantiles in nonparametric regression
• A nonparametric approach for quantile regression
• Smoothed quantile regression with nonignorable dropouts
• Noncrossing quantile regression curve estimation
• Smoothed quantile regression with large-scale inference
• Nonparametric inference on smoothed quantile regression process
• Unconditional quantile regression with high‐dimensional data

Mathematics Subject Classification ID

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

Cites Work

• Regression Quantiles
• A resampling method based on pivotal estimating functions
• Maximum Likelihood Estimation of Misspecified Models
• Quantile regression.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Standard errors and covariance matrices for smoothed rank estimators
• Markov Chain Marginal Bootstrap
• How to combine M-estimators to estimate quantiles and a score function
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Computational issues for quantile regression
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• On \(M\)-estimators and normal quantiles.
• Title not available (Why is that?)
• Calibrated interpolated confidence intervals for population quantiles

Cited In (14)

• Random weighting estimation of confidence intervals for quantiles
• Bayesian nonparametric quantile regression using splines
• Smoothed empirical likelihood for quantile regression models with response data missing at random
• On interquantile smoothness of censored quantile regression with induced smoothing
• Weighted quantile regression for AR model with infinite variance errors
• Quantile Association Regression Models
• Empirical likelihood for quantile regression models with longitudinal data
• On a new NBUE property in multivariate sense: an application
• Smoothed rank-based procedure for censored data
• 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

This page was built for publication: Quantile regression without the curse of unsmoothness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961840)