Quantile regression: A nonparametric approach

DOI10.1016/0167-9473(88)90003-5MaRDI QIDQ804148zbMATH OpenOpenAlexFDO

Authors Michel G. Lejeune, Pascal Sarda

Publication date 1988

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

Full work available at URL https://doi.org/10.1016/0167-9473(88)90003-5

zbMATH Keywords

L(1)-regressionM- estimatesnonparametric regressionquantile regression

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

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Cites work

• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• scientific article; zbMATH DE number 3909529 (Why is no real title available?)
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Robust Statistics

Cited in

(31)

• Global nonparametric estimation of conditional quantile functions and their derivatives
• Quantile regression with censored data using generalized \(L_1\) minimization
• Quantile regression using RJMCMC algorithm
• Expansion for moments of regression quantiles with applications to nonparametric testing
• Nonparametric quantile regression models via majorization minimization-algorithm
• Nonparametric estimation of conditional quantiles using quantile regression trees
• Spline estimation of conditional quantities for functional covariates
• An interior point algorithm for nonlinear quantile regression
• Estimation of conditional quantiles from data with additional measurement errors
• Nonparametric estimation for quadratic regression
• A semiparametric nonlinear quantile regression model for financial returns
• scientific article; zbMATH DE number 5815898 (Why is no real title available?)
• Confidence bands in quantile regression
• NonparametricM-quantile regression using penalised splines
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• scientific article; zbMATH DE number 3919561 (Why is no real title available?)
• An Adaptive Filtering Procedure for Estimating Regression Quantiles
• Directional quantile regression in R
• Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
• Quantile regression via iterative least squares computations
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Comparison of kernel estimators of conditional distribution function and quantile regression under censoring
• scientific article; zbMATH DE number 7370628 (Why is no real title available?)
• Nonlinear panel data estimation via quantile regressions
• Randomized quantile regression estimation for heteroskedastic non parametric model
• Non‐parametric Quantile Regression with Censored Data
• Quantile regression when the covariates are functions
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• A nonparametric approach for quantile regression
• Quantile regression without the curse of unsmoothness
• Bayesian nonparametric quantile regression using splines

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