Smooth density spatial quantile regression

DOI10.5705/SS.202019.0002MaRDI QIDQ5155182zbMATH OpenOpenAlexFDO

Authors Halley L. Brantley, Montserrat Fuentes, Joseph Guiness, Eben Thoma

Publication date 6 October 2021

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.00048, https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8725653

zbMATH Keywords

conditional density estimationquantile regressionspatially-varying coefficients

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30)

Abstract: We derive the properties and demonstrate the desirability of a model-based method for estimating the spatially-varying effects of covariates on the quantile function. By modeling the quantile function as a combination of I-spline basis functions and Pareto tail distributions, we allow for flexible parametric modeling of the extremes while preserving non-parametric flexibility in the center of the distribution. We further establish that the model guarantees the desired degree of differentiability in the density function and enables the estimation of non-stationary covariance functions dependent on the predictors. We demonstrate through a simulation study that the proposed method produces more efficient estimates of the effects of predictors than other methods, particularly in distributions with heavy tails. To illustrate the utility of the model we apply it to measurements of benzene collected around an oil refinery to determine the effect of an emission source within the refinery on the distribution of the fence line measurements.

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Cited in

(1)

• Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas

Describes a project that uses

Uses Software

• BSquare

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