Quantile regression via iterative least squares computations

DOI10.1080/00949655.2011.583650zbMath1431.62166OpenAlexW2046271091MaRDI QIDQ4925437

Luigi Augugliaro, Mariangela Sciandra, Vito M. R. Muggeo

Publication date: 12 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.583650

zbMATH Keywords

quantile regressionleast squaressmooth approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items

Efficient information-based criteria for model selection in quantile regression, Modelling and estimation of nonlinear quantile regression with clustered data, Multiple smoothing parameters selection in additive regression quantiles, Quantile regression feature selection and estimation with grouped variables using Huber approximation, Modified check loss for efficient estimation via model selection in quantile regression

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