Self-organizing map visualizing conditional quantile functions with multidimensional covariates
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- scientific article; zbMATH DE number 1497437 (Why is no real title available?)
- scientific article; zbMATH DE number 1392848 (Why is no real title available?)
- A comparison of local constant and local linear regression quantile estimators
- An interior point algorithm for nonlinear quantile regression
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Local Linear Additive Quantile Regression
- Local Linear Quantile Regression
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On average derivative quantile regression
- On spline estimators and prediction intervals in nonparametric regression.
- Predicting bankruptcies with the self-organizing map
- Quantile smoothing splines
- Regression Quantiles
- Self-organized formation of topologically correct feature maps
- Self-organizing maps.
- Sliced Inverse Regression for Dimension Reduction
- Sliced inverse regression in reference curves estimation
- 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
Cited in
(2)
This page was built for publication: Self-organizing map visualizing conditional quantile functions with multidimensional covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959296)