Quantile regression estimation of partially linear additive models
From MaRDI portal
Recommendations
Cites work
- Assessing additivity in nonparametric models -- a kernel-based method
- Convergence and prediction of principal component scores in high-dimensional settings
- Convergence rates and asymptotic normality for series estimators
- Efficiency Bounds for Semiparametric Regression
- Endogeneity in quantile regression models: a control function approach
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Local Linear Additive Quantile Regression
- Local asymptotics for polynomial spline regression
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric estimation of an additive model with a link function
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On parameters of increasing dimensions
- On spline estimators and prediction intervals in nonparametric regression.
- REGRESSION QUANTILES FOR TIME SERIES
- Regression Quantiles
- Semiparametric and nonparametric methods in econometrics
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Spline-backfitted kernel smoothing of partially linear additive model
- Testing additivity by kernel-based methods -- what is a reasonable test?
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Wild bootstrap for quantile regression
Cited in
(25)- New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Quantile regression models with factor‐augmented predictors and information criterion
- Adjusted quantile residual for generalized linear models
- Partial linear quantile regression estimation via an MM-algorithm
- Local partitioned quantile regression
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- Garrotized kernel machine in semiparametric quantile regression
- Additive models for extremal quantile regression with Pareto-type distributions
- A note on estimating the bent line quantile regression model
- Specification analysis of linear quantile models
- Bayesian quantile regression for partially linear additive models
- Partially Adaptive Estimation via Quantile Functions
- Neural Networks for Partially Linear Quantile Regression
- Estimation of additive quantile regression
- Efficient estimation of an additive quantile regression model
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Mean and quantile boosting for partially linear additive models
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
- A quantile regression model for time-series data in the presence of additive components
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Local Linear Additive Quantile Regression
- Partially adaptive quantile estimators
- Partial functional linear additive quantile regression model
- GMM estimation of partially linear additive spatial autoregressive model
This page was built for publication: Quantile regression estimation of partially linear additive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934390)
