Simultaneous estimation of linear conditional quantiles with penalized splines

DOI10.1016/j.jmva.2015.06.010zbMath1327.62308OpenAlexW836344915MaRDI QIDQ746864

Jie Meng, Heng Lian, Zengyan Fan

Publication date: 21 October 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.010

zbMATH Keywords

Gaussian processspline approximationquantile process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Related Items

Covariate adjustment in continuous biomarker assessment ⋮ Flexible specification testing in quantile regression models ⋮ A lack-of-fit test for quantile regression process models

Uses Software

• SemiPar

Cites Work

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