Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity

DOI10.1007/s00362-016-0847-7zbMath1408.62065OpenAlexW2549520657MaRDI QIDQ1757274

Y. Andriyana, Irène Gijbels, Anneleen Verhasselt

Publication date: 3 January 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1942/23408

zbMATH Keywords

variabilitylongitudinal dataquantile regressionB-splinesP-splinesvarying-coefficient modelsquantile sheetcrossing quantile curves

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Time-varying coefficient model estimation through radial basis functions, Pseudo-quantile functional data clustering, Quantile varying-coefficient structural equation model, No-Crossing Single-Index Quantile Regression Curve Estimation, Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models, Quantile regression for nonlinear mixed effects models: a likelihood based perspective

Uses Software

• truncSP

Cites Work

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