An algorithm of nonparametric quantile regression

DOI10.1007/s42519-023-00325-8MaRDI QIDQ6106268

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Publication date: 27 June 2023

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

zbMATH Keywords

linear programmingconditional quantilekernel estimationextreme value distributiongeneralized Pareto distributionnonparametric quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A weighted linear quantile regression
• Multivariate Density Estimation
• On the Distribution of the Two-Sample Cramer-von Mises Criterion
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Bayesian quantile regression
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood

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