Simultaneous estimation of multiple conditional regression quantiles

DOI10.1007/S10255-020-0932-5MaRDI QIDQ1987595zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 15 April 2020

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-020-0932-5

zbMATH Keywords

tensor productB-splinesimultaneous estimationconditional regression quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical computation using splines (65D07)

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Cites work

• An Iterative Technique for Absolute Deviations Curve Fitting
• Bivariate Quantile Smoothing Splines
• COBS: qualitatively constrained smoothing via linear programming
• Functional data analysis of generalized regression quantiles
• Local Linear Quantile Regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Quantile smoothing splines
• Quantile splines with several covariates
• Regression Quantiles
• Regularized simultaneous model selection in multiple quantiles regression
• Semiparametric quantile modelling of hierarchical data
• Simultaneous estimation of quantile curves using quantile sheets
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Variable selection in high-dimensional partially linear additive models for composite quantile regression

Cited in

(13)

• Simultaneous fitting of Bayesian penalised quantile splines
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates
• Simultaneous estimation for non-crossing multiple quantile regression with right censored data
• Simultaneous estimation of quantile curves using quantile sheets
• Adaptive sup-norm regularized simultaneous multiple quantiles regression
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
• Multiple Quantile Modelling via Reduced Rank Regression
• Regularized simultaneous model selection in multiple quantiles regression
• Simultaneous estimation of linear conditional quantiles with penalized splines
• Time-varying quantile single-index model for multivariate responses
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Simultaneous inference for several quantiles of a normal population with applications
• On multivariate quantile regression analysis

Describes a project that uses

Uses Software

• COBS

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