P-splines quantile regression estimation in varying coefficient models
From MaRDI portal
Publication:464449
DOI10.1007/s11749-013-0346-2zbMath1297.62067OpenAlexW1971278385MaRDI QIDQ464449
Y. Andriyana, Anneleen Verhasselt, Irène Gijbels
Publication date: 17 October 2014
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-013-0346-2
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Spline approximation (41A15)
Related Items
Quantile regression in heteroscedastic varying coefficient models, Jump-detection-based estimation in time-varying coefficient models and empirical applications, Covariate adjustment in continuous biomarker assessment, Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions, Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity, Multiple smoothing parameters selection in additive regression quantiles, Bayesian regularized quantile structural equation models, Expectile and quantile regression—David and Goliath?, Marginal quantile regression for varying coefficient models with longitudinal data, Weighted quantile regression and testing for varying-coefficient models with randomly truncated data, Shape testing in quantile varying coefficient models with heteroscedastic error
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Additive models for quantile regression: model selection and confidence bands
- Statistical methods with varying coefficient models
- Local polynomial fitting in semivarying coefficient model
- Robust penalized quantile regression estimation for panel data
- Quantile regression with varying coefficients
- Regularized simultaneous model selection in multiple quantiles regression
- Quantile regression in partially linear varying coefficient models
- Estimating the dimension of a model
- On a minimum correlation problem.
- Quantile regression in varying coefficient models.
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- 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
- Limiting distributions for \(L_1\) regression estimators under general conditions
- The jackknife and the bootstrap for general stationary observations
- Asymptotics for Lasso-type estimators.
- Quantile regression for longitudinal data
- Variable selection of varying coefficient models in quantile regression
- Inference for covariate adjusted regression via varying coefficient models
- A Frisch-Newton algorithm for sparse quantile regression
- Approximation Theorems of Mathematical Statistics
- Regression Quantiles
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Quantile smoothing splines
- The Stationary Bootstrap
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Longitudinal and Panel Data
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- A practical guide to splines.