Estimation of additive quantile regression

DOI10.1007/s10463-009-0225-5zbMath1432.62072OpenAlexW2013433080MaRDI QIDQ907098

Regine Scheder, Dette, Holger

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0225-5

zbMATH Keywords

additive modelsconditional quantilesmarginal integrationnon-increasing rearrangements

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items

Modelling functional additive quantile regression using support vector machines approach ⋮ Additive inverse regression models with convolution-type operators ⋮ A Quantile Regression Model for Time-Series Data in the Presence of Additive Components ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Expectile and quantile regression—David and Goliath? ⋮ Testing for additivity in nonparametric quantile regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A simple nonparametric estimator of a strictly monotone regression function
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Hedonic housing prices and the demand for clean air
• A comparison of local constant and local linear regression quantile estimators
• On spline estimators and prediction intervals in nonparametric regression.
• Rate optimal estimation with the integration method in the presence of many covariates
• Comparison of Separable Components in Different Samples
• Quantile and Probability Curves Without Crossing
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Local Linear Quantile Regression
• Regression Quantiles
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Methods for Estimating a Conditional Distribution Function
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Nonparametric Estimation of an Additive Quantile Regression Model