Bivariate Quantile Smoothing Splines
From MaRDI portal
Publication:4214260
DOI10.1111/1467-9868.00138zbMath0909.62038OpenAlexW2037517398MaRDI QIDQ4214260
Xuming He, Stephen L. Portnoy, Pin T. Ng
Publication date: 18 October 1998
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00138
linear programmingconditional quantiletensor product splinesnonparametric regressionrobust regressionSchwarz information criterion
Density estimation (62G07) Numerical smoothing, curve fitting (65D10) Applications of mathematical programming (90C90)
Related Items
Efficient information-based criteria for model selection in quantile regression, Partially linear modeling of conditional quantiles using penalized splines, Inference for single-index quantile regression models with profile optimization, VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL, Estimation in quantile regression models with jump discontinuities, Conditional quantile estimation based on optimal quantization: from theory to practice, Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach, An efficient model-free estimation of multiclass conditional probability, Unnamed Item, Efficient regularized isotonic regression with application to gene-gene interaction search, Quantile regression by dyadic CART, Cross-validating fit and predictive accuracy of nonlinear quantile regressions, COBS: qualitatively constrained smoothing via linear programming, Expansion for moments of regression quantiles with applications to nonparametric testing, Simultaneous estimation of multiple conditional regression quantiles, Unnamed Item, Tensor quantile regression with application to association between neuroimages and human intelligence, Simultaneous multiple non-crossing quantile regression estimation using kernel constraints, GACV for quantile smoothing splines, Quantile regression for right-censored and length-biased data, Some asymptotic results on bivariate quantile splines, Sparse estimation and inference for censored median regression, Penalized Triograms: Total Variation Regularization for Bivariate Smoothing, Linear quantile mixed models, Bayesian quantile regression, A Frisch-Newton algorithm for sparse quantile regression, Quantile regression with varying coefficients, A semiparametric quantile panel data model with an application to estimating the growth effect of FDI, NonparametricM-quantile regression using penalised splines, Semiparametric quantile regression estimation in dynamic models with partially varying coefficients, EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, Random gradient boosting for predicting conditional quantiles, Regularized simultaneous model selection in multiple quantiles regression, Editorial: Quantile regression, Quantile splines with several covariates, Extreme partial least-squares, Quantile regression using RJMCMC algorithm
