Function compositional adjustments of conditional quantile curves

DOI10.1016/J.CSDA.2017.04.012zbMath1466.62120OpenAlexW2614835098MaRDI QIDQ1658396

Anthony Y. C. Kuk

Publication date: 14 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2017.04.012

zbMATH Keywords

robustnessbias reductionprobability integral transformmodel misspecificationlocal linear quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Uses Software

• quantreg
• GAMLSS
• np

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Local Polynomial Quantile Regression With Parametric Features
• Local Linear Quantile Regression
• Regression Quantiles
• Quantile smoothing splines
• Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis
• A Generalization of the Gamma Distribution

This page was built for publication: Function compositional adjustments of conditional quantile curves