A note on estimating the bent line quantile regression model

DOI10.1007/s00180-017-0711-9zbMath1417.62101OpenAlexW2586557358WikidataQ91864598 ScholiaQ91864598MaRDI QIDQ2358937

Xiaoying Zhou, Yanyang Yan, Fei-Peng Zhang

Publication date: 27 June 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6625638

zbMATH Keywords

quantile regressionchange-pointlinearization technique

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (3)

Bayesian bent line quantile regression model ⋮ An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity ⋮ A new estimation method for continuous threshold expectile model

Cites Work

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• Testing for change points due to a covariate threshold in quantile regression
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• Some Hypotheses Concerning Two Phase Regression Lines
• Regression Quantiles
• Testing for Threshold Effects in Regression Models
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• Estimates for the Points of Intersection of Two Polynomial Regressions

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