Asymptotic Behavior of the Number of Regression Quantile Breakpoints
From MaRDI portal
Publication:3978510
DOI10.1137/0912047zbMath0736.62061OpenAlexW2084205870MaRDI QIDQ3978510
Publication date: 25 June 1992
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0912047
order statisticsmultiple regressiongeneral linear modelparametric linear programmingregression quantile
Linear regression; mixed models (62J05) Linear programming (90C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (15)
An algorithm for quantile smoothing splines ⋮ Extremal quantile regression ⋮ A conversation with Stephen Portnoy ⋮ Adaptive choice of trimming proportion in trimmed least-squares estimation. ⋮ Direct use of regression quantiles to construct confidence sets in linear models ⋮ Globally adaptive quantile regression with ultra-high dimensional data ⋮ Finite sample properties of adaptive regression estimators ⋮ Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates ⋮ On monotonicity of regression quantile functions ⋮ NONSTANDARD QUANTILE-REGRESSION INFERENCE ⋮ Prediction of small area quantiles for the conservation effects assessment project using a mixed effects quantile regression model ⋮ Empirical regression quantile processes. ⋮ Model-based bootstrap for detection of regional quantile treatment effects ⋮ Tests of linear hypotheses based on regression rank scores ⋮ The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
This page was built for publication: Asymptotic Behavior of the Number of Regression Quantile Breakpoints