Quantile regression.
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Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20) Parametric inference (62F99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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(only showing first 100 items - show all)- Smoothing Quantile Regressions
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
- Conformal Prediction: A Gentle Introduction
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- On elliptical quantiles in the quantile regression setup
- Nonparametric LAD cointegrating regression
- Quantile regression analysis of case-cohort data
- An efficient model-free estimation of multiclass conditional probability
- On a log-symmetric quantile tobit model applied to female labor supply data
- Haezendonck-Goovaerts risk measures and Orlicz quantiles
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Bayesian bridge quantile regression
- Bayesian single-index quantile regression for ordinal data
- Distribution-free testing in linear and parametric regression
- The main contributions of robust statistics to statistical science and a new challenge
- Robust estimation of nonparametric function via addition sequence
- Robust estimation for spatial semiparametric varying coefficient partially linear regression
- Kernel-based sparse regression with the correntropy-induced loss
- Local Walsh-average regression for single index varying coefficient models
- Laplace random effects models for interlaboratory studies
- Regularization of case-specific parameters for robustness and efficiency
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Multiple imputation for bounded variables
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
- \(M\)-estimation of linear models with dependent errors
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
- Globally adaptive quantile regression with ultra-high dimensional data
- Directional quantile regression in R
- A weighted quantile regression for left-truncated and right-censored data
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Bayesian Lasso binary quantile regression
- KLERC: kernel Lagrangian expectile regression calculator
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- An adapted loss function for censored quantile regression
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Migration and students' performance: detecting geographical differences following a curves clustering approach
- Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
- Efficient and robust optimal design for quantile regression based on linear programming
- Nonparametric quantile scalar-on-image regression
- Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
- High-dimensional model averaging for quantile regression
- Nonparametric modal regression with mixed variables and application to analyze the GDP data
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Asymptotics of nonparametric L-1 regression models with dependent data
- Variable selection of the quantile varying coefficient regression models
- Guest editorial
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Newsvendor problems: an integrated method for estimation and optimisation
- Simultaneous fitting of Bayesian penalised quantile splines
- Extending Bayesian structural time-series estimates of causal impact to many-household conservation initiatives
- Forward variable selection for ultra-high dimensional quantile regression models
- Dimension reduction techniques for conditional expectiles
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- Penalized weighted composite quantile estimators with missing covariates
- Bayesian joint-quantile regression
- Averaged extreme regression quantile
- A weighted quantile regression for randomly truncated data
- ADMM for High-Dimensional Sparse Penalized Quantile Regression
- Trimmed estimators in regression framework
- Computing multiple-output regression quantile regions
- Estimation and variable selection for partially functional linear models
- Bayesian nonparametric quantile regression using splines
- Conditional empirical likelihood estimation and inference for quantile regression models
- Conditional independence testing via weighted partial copulas
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- A residual-based test for autocorrelation in quantile regression models
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- A quantile regression perspective on external preference mapping
- New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
- Clustering of time series using quantile autocovariances
- Bivariate box plots based on quantile regression curves
- A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network
- Hypothesis testing of varying coefficients for regional quantiles
- A nonparametric measure of heteroskedasticity
- Semiparametric quantile regression using family of quantile-based asymmetric densities
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Asymptotics of the regression quantile basic solution under misspecification.
- Bayesian quantile regression for longitudinal count data
- Handbook of quantile regression
- A new robust inference for predictive quantile regression
- Log‐symmetric quantile regression models
- Improved double kernel local linear quantile regression
- Robust linear regression with broad distributions of errors
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
- Partially Functional Linear Quantile Regression With Measurement Errors
- Calibration of numerical model output using nonparametric spatial density functions
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms
- Nonparametric inference on smoothed quantile regression process
- Regression. Models, methods and applications
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression
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