An algorithm for quantile smoothing splines

DOI10.1016/0167-9473(95)00044-5zbMath0900.62197OpenAlexW2071102041MaRDI QIDQ1350407

Pin T. Ng

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00044-5

zbMATH Keywords

robustnesssplinesconstrained optimizationnonparametric regressionquantilemonotone regression

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Regression-quantile graduation of Australian life tables, 1946-1992 ⋮ Nonparametric estimation of a log-variance function in scale-space ⋮ Cross-validating fit and predictive accuracy of nonlinear quantile regressions ⋮ COBS: qualitatively constrained smoothing via linear programming ⋮ Bayesian nonparametric quantile regression using splines ⋮ An efficient algorithm for structured sparse quantile regression ⋮ A fast and efficient implementation of qualitatively constrained quantile smoothing splines ⋮ Quantile splines with several covariates

Cites Work

• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Fitting monotonic polynomials to data
• Smoothing by spline functions.
• On Smoothest Interpolants
• Linearly Constrained Discrete I ₁ Problems
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• An Algorithm for a Restricted Discrete Approximation Problem in the $L_1 $ Norm
• Regression Quantiles
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• Quantile smoothing splines

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