Simultaneous estimation of quantile curves using quantile sheets

DOI10.1007/s10182-012-0198-1zbMath1443.62107OpenAlexW1988827820MaRDI QIDQ1633277

Paul H. C. Eilers, Sabine K. Schnabel

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-012-0198-1

zbMATH Keywords

smoothingquantilestensor product\(P\)-splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items

Quantile regression in heteroscedastic varying coefficient models, Quantile foliation for modelling performance across body mass and age in Olympic weightlifting, Pseudo-quantile functional data clustering, Nonparametric inference on smoothed quantile regression process, A comparison of statistical methods for age-specific reference values of discrete scales, No-Crossing Single-Index Quantile Regression Curve Estimation, Quantile regression: A short story on how and why, Simultaneous estimation of multiple conditional regression quantiles, Smooth expectiles for panel data using penalized splines, Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity, Multiple smoothing parameters selection in additive regression quantiles, Beyond mean regression, Discussion: A comparison of GAMLSS with quantile regression, Expectile and quantile regression—David and Goliath?

Uses Software

• quantreg
• VGAM
• Worm plot
• Expectreg
• cobs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymmetric Least Squares Estimation and Testing
• A new technique for curve fitting based on minimum absolute deviations
• Fast and compact smoothing on large multidimensional grids
• Optimal expectile smoothing
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• A new algorithm for nonlinear \(L_ 1\)-norm minimization with nonlinear equality constraints
• Non-crossing quantile regression via doubly penalized kernel machine
• A note on recent proposals for computing \(l_ 1\) estimates
• Noncrossing quantile regression curve estimation
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Quantile and Probability Curves Without Crossing
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Regression Quantiles
• An Iterative Technique for Absolute Deviations Curve Fitting