Simultaneous estimation of linear conditional quantiles with penalized splines

DOI10.1016/J.JMVA.2015.06.010MaRDI QIDQ746864zbMATH OpenOpenAlexFDO

Authors Heng Lian, Jie Meng, Zengyan Fan

Publication date 21 October 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.06.010

zbMATH Keywords

Gaussian processquantile processspline approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A practical guide to splines.
• Asymptotic Statistics
• Convergence of stochastic processes
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• GACV for quantile smoothing splines
• Generalized Partially Linear Single-Index Models
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Improving point and interval estimators of monotone functions by rearrangement
• Local asymptotics for polynomial spline regression
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Noncrossing quantile regression curve estimation
• Nonparametric Estimation of an Additive Quantile Regression Model
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Penalized Spline Models for Functional Principal Component Analysis
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Quantile regression in partially linear varying coefficient models
• Quantile regression with varying coefficients
• Regression Quantiles
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Semiparametric Regression
• Variable selection in quantile regression

Cited in

(9)

• Covariate adjustment in continuous biomarker assessment
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Simultaneous fitting of Bayesian penalised quantile splines
• A lack-of-fit test for quantile regression process models
• Partially linear modeling of conditional quantiles using penalized splines
• Simultaneous estimation of multiple conditional regression quantiles
• Flexible specification testing in quantile regression models
• Simultaneous estimation of quantile curves using quantile sheets
• Linear Penalized Spline Model Estimation Using Ranked Set Sampling Technique

Describes a project that uses

Uses Software

• SemiPar

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