Quantile regression with varying coefficients

DOI10.1214/009053606000000966zbMath1114.62051arXiv0708.0471OpenAlexW3104903961MaRDI QIDQ997372

Mi-Ok Kim

Publication date: 23 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0471

zbMATH Keywords

quantile regressionregression splinesvarying-coefficient model

Mathematics Subject Classification ID

Related Items (89)

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories ⋮ Variable selection in quantile varying coefficient models with longitudinal data ⋮ Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ Quantile regression in heteroscedastic varying coefficient models ⋮ Hypothesis testing of varying coefficients for regional quantiles ⋮ Composite quantile regression and variable selection in single-index coefficient model ⋮ Inference for single-index quantile regression models with profile optimization ⋮ Local asymptotics for nonparametric quantile regression with regression splines ⋮ Support vector quantile regression with varying coefficients ⋮ Efficient Estimation of an Additive Quantile Regression Model ⋮ Function-on-function partial quantile regression ⋮ Varying-coefficient partially functional linear quantile regression models ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters ⋮ Extreme value inference for quantile regression with varying coefficients ⋮ Estimation in quantile regression models with jump discontinuities ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Quantile regression methods with varying-coefficient models for censored data ⋮ Quantile regression for varying coefficient spatial error models ⋮ Statistical inference for semiparametric varying -coefficient spatial autoregressive models under restricted conditions ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Additive varying-coefficient model for nonlinear gene-environment interactions ⋮ Identification and estimation in quantile varying-coefficient models with unknown link function ⋮ Quantile regression and variable selection of single-index coefficient model ⋮ Hypothesis testing for regional quantiles ⋮ Estimation and variable selection for quantile partially linear single-index models ⋮ Variable selection of the quantile varying coefficient regression models ⋮ Variable selection in robust semiparametric modeling for longitudinal data ⋮ Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression ⋮ Quantile regression for additive coefficient models in high dimensions ⋮ Interquantile shrinkage in spatial additive autoregressive models ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Robust and sparse learning of varying coefficient models with high-dimensional features ⋮ Rank dynamics for functional data ⋮ Variable selection in additive quantile regression using nonconcave penalty ⋮ On the use of \(L\)-functionals in regression models ⋮ Estimation of general semi-parametric quantile regression ⋮ Extreme quantile regression for tail single-index varying-coefficient models ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Function-on-scalar quantile regression with application to mass spectrometry proteomics data ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models ⋮ Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm ⋮ Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models ⋮ Comparing time varying regression quantiles under shift invariance ⋮ Variable selection of varying coefficient models in quantile regression ⋮ A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty ⋮ Efficient estimation for time-varying coefficient longitudinal models ⋮ Communication-efficient estimation of high-dimensional quantile regression ⋮ P-splines quantile regression estimation in varying coefficient models ⋮ Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models ⋮ A varying coefficient approach to estimating hedonic housing price functions and their quantiles ⋮ A quantile varying-coefficient regression approach to length-biased data modeling ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity ⋮ Local rank estimation and related test for varying-coefficient partially linear models ⋮ Robust spline-based variable selection in varying coefficient model ⋮ Quantile regression and variable selection for partially linear model with randomly truncated data ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ A quantile correlated random coefficients panel data model ⋮ Local bilinear multiple-output quantile/depth regression ⋮ Two step composite quantile regression for single-index models ⋮ Estimating structural changes in regression quantiles ⋮ Semiparametric quantile regression estimation in dynamic models with partially varying coefficients ⋮ Efficient quantile estimation for functional-coefficient partially linear regression models ⋮ The \(k\)th power expectile regression ⋮ Simultaneous estimation of linear conditional quantiles with penalized splines ⋮ Quantile regression for dynamic partially linear varying coefficient time series models ⋮ Composite quantile regression for varying-coefficient single-index models ⋮ Robust variable selection and parametric component identification in varying coefficient models ⋮ Marginal quantile regression for varying coefficient models with longitudinal data ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Robust variable selection in modal varying-coefficient models with longitudinal ⋮ Model Selection via Bayesian Information Criterion for Quantile Regression Models ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Econometric modeling of risk measures: a selective review of the recent literature ⋮ Weighted quantile regression and testing for varying-coefficient models with randomly truncated data ⋮ Inference for high-dimensional varying-coefficient quantile regression ⋮ High-dimensional quantile varying-coefficient models with dimension reduction ⋮ Quantile regression in partially linear varying coefficient models ⋮ Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data ⋮ Estimation for the Power-transformed Varying-coefficient Quantile Regression Model ⋮ Modeling tail risks of inflation using unobserved component quantile regressions ⋮ Nonparametric estimation and inference on conditional quantile processes ⋮ Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures ⋮ Shape testing in quantile varying coefficient models with heteroscedastic error ⋮ Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes ⋮ Penalized weighted composite quantile estimators with missing covariates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local partial-likelihood estimation for lifetime data
• Conditional growth charts. (With discussion and rejoinder)
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Nonparametric smoothing and lack-of-fit tests
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Quantile regression in varying coefficient models.
• Statistical estimation in varying coefficient models
• On spline estimators and prediction intervals in nonparametric regression.
• Bivariate tensor-product \(B\)-splines in a partly linear model
• Optimal global rates of convergence for nonparametric regression
• Generalized likelihood ratio statistics and Wilks phenomenon
• Free knot splines in concave extended linear modeling
• Polynomial splines and nonparametric regression
• L-estimatton for linear heteroscedastic models
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Local Linear Quantile Regression
• Tests of Linear Hypotheses and l"1 Estimation
• Bivariate Quantile Smoothing Splines
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Quantile smoothing splines
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
• On Additive Conditional Quantiles With High-Dimensional Covariates
• A Lack-of-Fit Test for Quantile Regression
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Free-Knot Polynomial Splines with Confidence Intervals
• ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Hazard Regression
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models

This page was built for publication: Quantile regression with varying coefficients