A convergent algorithm for quantile regression with smoothing splines
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Publication:672955
DOI10.1016/0167-9473(94)00018-EzbMath0875.62148WikidataQ127807283 ScholiaQ127807283MaRDI QIDQ672955
Yinyu Ye, Ronald J. Bosch, George G. Woodworth
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Related Items
Quantiles, expectiles and splines, Simultaneous fitting of Bayesian penalised quantile splines, Constrained smoothing \(B\)-splines for the term structure of interest rates, Bayesian nonparametric quantile regression using splines, Multiple smoothing parameters selection in additive regression quantiles, Computing confidence intervals from massive data via penalized quantile smoothing splines, Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
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