A weighted linear quantile regression

DOI10.1080/00949655.2014.938240zbMath1457.62111OpenAlexW1963525310MaRDI QIDQ5220894

Mei Ling Huang, Dmitry Tashnev, Xiao-Jian Xu

Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2014.938240

zbMATH Keywords

rate of convergencelinear programmingconditional quantilegoodness of fitadaptive weightsweighted loss functionbirth-weighthigh cholesterol level

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (6)

Constrained quantile regression and heteroskedasticity ⋮ High quantile regression for extreme events ⋮ Bayesian non-crossing quantile regression for regularly varying distributions ⋮ An algorithm of nonparametric quantile regression ⋮ A new weighted quantile regression ⋮ A nonparametric approach for quantile regression

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• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
• Power Transformation Toward a Linear Regression Quantile

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