A nonparametric approach for quantile regression

DOI10.1186/s40488-018-0084-9zbMath1394.62045OpenAlexW2884204715WikidataQ93169892 ScholiaQ93169892MaRDI QIDQ724304

Mei Ling Huang, Christine Nguyen

Publication date: 25 July 2018

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-018-0084-9

zbMATH Keywords

conditional quantilegoodness-of-fitnonparametric regressionGumbel's second kind of bivariate exponential distributionnonparametric kernel density estimatorweighted loss function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (4)

On nonparametric conditional quantile estimation for non-stationary random fields ⋮ A fuzzy empirical quantile-based regression model based on triangular fuzzy numbers ⋮ On nonparametric conditional quantile estimation for non-stationary spatial processes ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation

Uses Software

• quantreg

Cites Work

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• Nonparametric estimates of regression quantiles and their local Bahadur representation
• High quantile regression for extreme events
• Estimation of Extreme Conditional Quantiles Through Power Transformation
• Bivariate Exponential Distributions
• Local Linear Quantile Regression
• Regression Quantiles
• Methods for Estimating a Conditional Distribution Function
• Goodness of Fit and Related Inference Processes for Quantile Regression
• A weighted linear quantile regression
• Multivariate Density Estimation

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