Smoothing Quantile Regressions
From MaRDI portal
Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A Bahadur--Kiefer Law forthe Nadaraya Empiric-Quantile Processes
- A direct approach to inference in nonparametric and semiparametric quantile models
- A Simple Adjustment for Bandwidth Snooping
- A user's guide to measure theoretic probability
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors
- An IV Model of Quantile Treatment Effects
- An MCMC approach to classical estimation.
- Asymptotic normality of Powell's kernel estimator
- ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
- Bootstrap estimation of covariance matrices via the percentile method
- Bootstrap Methods for Median Regression Models
- Bootstrap variance estimation for Nadaraya quantile estimator
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Conditional empirical likelihood estimation and inference for quantile regression models
- Conditional inference with a functional nuisance parameter
- Distributed inference for quantile regression processes
- Efficient estimation in dynamic conditional quantile models
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Goodness of Fit and Related Inference Processes for Quantile Regression
- How to combine M-estimators to estimate quantiles and a score function
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 88840 (Why is no real title available?)
- scientific article; zbMATH DE number 646823 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Inference on the Quantile Regression Process
- Kernel Quantile Estimators
- L-Estimation for Linear Models
- Nearly root-\(n\) approximation for regression quantile processes
- Nonparametric Statistical Data Modeling
- Nonstandard quantile-regression inference
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Quantile and probability curves without crossing
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression.
- Regression Quantiles
- Relative deficiency of kernel type estimators of quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Smoothed GMM for quantile models
- Smoothed quantile regression for panel data
- Some New Estimates for Distribution Functions
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Weak identification robust tests in an instrumental quantile model
Cited in
(44)- Quantile ratio regression
- Composite smoothed quantile regression
- Sparse Convoluted Rank Regression in High Dimensions
- Smoothed quantile regression for partially functional linear models in high dimensions
- Confidence intervals for intentionally biased estimators
- Distributed estimation and inference for semiparametric binary response models
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Functional panel quantile regression models with group structured fixed effect functions
- Non-crossing quantile double-autoregression for the analysis of streaming time series data
- Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression
- Smoothed quantile regression for functional partially linear model with ultrahigh-dimensions and censored responses
- A unified and efficient proximal gradient descent algorithm for penalized convoluted support vector machines
- Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
- Quantile regression estimation for Poisson autoregressive models
- Conditional mode: an approach via smoothed quantile regression
- Asymptotically-exact selective inference for quantile regression
- Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
- Statistical Inference for High-Dimensional Convoluted Rank Regression
- An efficient hybrid approach of quantile and expectile regression
- Decentralized Learning of Quantile Regression: A Smoothing Approach
- Smoothed least absolute deviation estimation in functional linear model
- Two-metric variable scaled splitting algorithm for nonsmooth nonconvex sparsity-penalized quantile regression
- Unified inference for longitudinal/functional data quantile dynamic additive models
- Quantile regression with group-level treatments
- From robust neural networks toward robust nonlinear quantile estimation
- Estimation for time-varying coefficient smoothed quantile regression
- On inference for the support vector machine
- Smoothed least absolute deviation estimation methods
- A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
- Statistical inference for smoothed quantile regression with streaming data
- Fast inference for quantile regression with tens of millions of observations
- Quantile regression for longitudinal functional data with application to feed intake of lactating sows
- Transfer learning for high-dimensional quantile regression via convolution smoothing
- Penalized function-on-function linear quantile regression
- Real-time inference for smoothing quantile regression on streaming datasets with heterogeneity detection
- Unconditional Quantile Regression for Streaming Datasets
- A review of recent advances in high-dimensional quantile regression
- fastkqr: A Fast Algorithm for Kernel Quantile Regression
- Online updated learning for extremiles via parametric quantile estimation
- Unified inference for quantile varying coefficient models with longitudinal/functional data
- Efficient Distributed Learning over Decentralized Networks with Convoluted Support Vector Machine
- Convoluted support matrix machine in high dimensions
- Imputation algorithms based on the majorization-minimization framework for smoothed composite quantile regression and applications
- Adaptive Huber-type smoothing algorithm for change point detection in quantile regression
This page was built for publication: Smoothing Quantile Regressions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617759)
