Quantile smoothing splines
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(only showing first 100 items - show all)- Knot selection by boosting techniques
- Regularized simultaneous model selection in multiple quantiles regression
- Semiparametric quantile modelling of hierarchical data
- Linear quantile mixed models
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Single-index quantile regression
- Quantile splines with several covariates
- An algorithm for quantile smoothing splines
- Locally adaptive regression splines
- Local asymptotics for quantile smoothing splines
- On average derivative quantile regression
- Regression-quantile graduation of Australian life tables, 1946-1992
- Quantile regression in varying coefficient models.
- About monotone regression quantiles.
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- On spline estimators and prediction intervals in nonparametric regression.
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Quantile regression using RJMCMC algorithm
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Partially linear modeling of conditional quantiles using penalized splines
- Quantile-slicing estimation for dimension reduction in regression
- Function compositional adjustments of conditional quantile curves
- Conditional quantile estimation based on optimal quantization: from theory to practice
- Quantile regression methods with varying-coefficient models for censored data
- An effective method to reduce the computational complexity of composite quantile regression
- Bayesian regularisation in geoadditive expectile regression
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Simultaneous fitting of Bayesian penalised quantile splines
- Nonparametric quantile regression models via majorization minimization-algorithm
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Local asymptotics for regression splines and confidence regions
- Local extremes, runs, strings and multiresolution. (With discussion)
- Nonparametric estimation of conditional quantiles using quantile regression trees
- Optimal asymmetric kernels
- Estimation of general semi-parametric quantile regression
- Variable selection of varying coefficient models in quantile regression
- Extensions of smoothing via taut strings
- COBS: qualitatively constrained smoothing via linear programming
- Simultaneous estimation of multiple conditional regression quantiles
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints
- Non-linear models for extremal dependence
- Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
- Sparsest piecewise-linear regression of one-dimensional data
- Efficient information-based criteria for model selection in quantile regression
- Asymptotics for M-type smoothing splines with non-smooth objective functions
- Baseline drift estimation for air quality data using quantile trend filtering
- Functional single-index quantile regression models
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
- Deep learning for quantile regression under right censoring: deepquantreg
- Tensor quantile regression with application to association between neuroimages and human intelligence
- An efficient algorithm for structured sparse quantile regression
- A generalized Newton algorithm for quantile regression models
- Robust penalized regression spline fitting with application to additive mixed modelling
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Computing confidence intervals from massive data via penalized quantile smoothing splines
- Editorial: Quantile regression
- On the predictive risk in misspecified quantile regression
- Jackknife model averaging for quantile regressions
- Variable selection in quantile varying coefficient models with longitudinal data
- Adaptive quantile regression with precise risk bounds
- Regularization techniques in joinpoint regression
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Non-crossing quantile regression via doubly penalized kernel machine
- Discussion of ``Local quantile regression
- Comment on ``Local quantile regression
- A Frisch-Newton algorithm for sparse quantile regression
- Estimating value at risk with semiparametric support vector quantile regression
- Quantiles, expectiles and splines
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Piecewise linear regularized solution paths
- Double penalized quantile regression for the linear mixed effects model
- Non-crossing weighted kernel quantile regression with right censored data
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- Comparing time varying regression quantiles under shift invariance
- A quantile regression model for time-series data in the presence of additive components
- TENET: tail-event driven network risk
- Markov regime-switching quantile regression models and financial contagion detection
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
- Influence diagnostics for robust P-splines using scale mixture of normal distributions
- Generalized methods and solvers for noise removal from piecewise constant signals. II: New methods
- Inference for single-index quantile regression models with profile optimization
- Bent line quantile regression with application to an allometric study of land mammals' speed and mass
- Identification of differential aberrations in multiple-sample array CGH studies
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Density estimation by total variation penalized likelihood driven by the sparsity l₁ information criterion
- Support vector quantile regression with varying coefficients
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Clustering Chlorophyll-a satellite data using quantiles
- Design-adaptive nonparametric estimation of conditional quantile derivatives
- Graphical models via joint quantile regression with component selection
- Unified Noncrossing Multiple Quantile Regressions Tree
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- NonparametricM-quantile regression using penalised splines
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
- The Nonparametric Estimation of Branching Curves
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