Quantile regression.
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Parametric inference (62F99) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20)
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(only showing first 100 items - show all)- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
- Estimation of bivariate excess probabilities for elliptical models
- Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
- Time-adaptive quantile regression
- Censored depth quantiles
- Regularized simultaneous model selection in multiple quantiles regression
- Asymptotics for argmin processes: convexity arguments
- Quantile regression for robust bank efficiency score estimation
- Clusters of effects curves in quantile regression models
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
- A quantile regression approach for estimating panel data models using instrumental variables
- Model-based boosting in R: a hands-on tutorial using the R package mboost
- Linear quantile mixed models
- Quantile composite-based path modeling
- Robust estimation and regression with parametric quantile functions
- D-vine copula based quantile regression
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Single-index quantile regression
- Local polynomial expectile regression
- Unconditional Quantile Regressions
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Interquantile shrinkage and variable selection in quantile regression
- Asymmetric least squares support vector machine classifiers
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
- Composite quantile regression estimation for left censored response longitudinal data
- Robust linear regression with broad distributions of errors
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Quantile regression in heteroscedastic varying coefficient models
- Estimation and variable selection for partially functional linear models
- Hierarchically penalized quantile regression with multiple responses
- The jackknife's edge: inference for censored regression quantiles
- Partially linear modeling of conditional quantiles using penalized splines
- Asymmetric \(\nu\)-tube support vector regression
- Transformation-based estimation
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Simultaneous confidence bands for a percentile line in linear regression
- An efficient and robust variable selection method for longitudinal generalized linear models
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- The second-order bias of quantile estimators
- Forecast dominance testing via sign randomization
- Tests for structural break in quantile regressions
- Simultaneous confidence bands for expectile functions
- Simultaneous estimation of quantile curves using quantile sheets
- Variable selection in censored quantile regression with high dimensional data
- A weighted M-estimator for linear regression models with randomly truncated data
- Time-varying extreme value dependence with application to leading European stock markets
- An estimate of the root mean square error incurred when approximating an \(f\in L^2(\mathbb R)\) by a partial sum of its Hermite series
- Bayesian methods for dealing with missing data problems
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Function compositional adjustments of conditional quantile curves
- Composite quantile regression for correlated data
- Bayesian quantile regression using random B-spline series prior
- An SVM-like approach for expectile regression
- Bayesian model selection in ordinal quantile regression
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Bayesian quantile regression using the skew exponential power distribution
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Conditional quantile estimation based on optimal quantization: from theory to practice
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Test by adaptive Lasso quantile method for real-time detection of a change-point
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Bayesian analysis of penalized quantile regression for longitudinal data
- Distribution free testing for conditional distributions given covariates
- Statistical inference for quantiles in the frequency domain
- High quantile regression for extreme events
- Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry
- An effective method to reduce the computational complexity of composite quantile regression
- On the median in imprecise ordinal problems
- A coordinate descent algorithm for computing penalized smooth quantile regression
- Efficient benchmarking of algorithm configurators via model-based surrogates
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Bayesian copula spectral analysis for stationary time series
- Simultaneous fitting of Bayesian penalised quantile splines
- Extending Bayesian structural time-series estimates of causal impact to many-household conservation initiatives
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
- A fast imputation algorithm in quantile regression
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Calibration of -insensitive loss in support vector machines regression
- Risk management, signal processing and econometrics: a new tool for forecasting the risk of disease outbreaks
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Binarised regression tasks: methods and evaluation metrics
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Weighted-average least squares estimation of generalized linear models
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- High dimensional censored quantile regression
- Probabilistic forecasting of wind power ramp events using autoregressive logit models
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Asset allocation strategies based on penalized quantile regression
- A quantile correlated random coefficients panel data model
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- Sequential estimation of censored quantile regression models
- Linear double autoregression
- Editorial: Special issue on the extreme value analysis conference challenge ``prediction of extremal precipitation
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
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