scholarly journals Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity

2016 ◽  
Vol 59 (4) ◽  
pp. 1589-1621 ◽  
Author(s):  
Y. Andriyana ◽  
I. Gijbels ◽  
A. Verhasselt
Keyword(s):  
Quantile Regression ◽  
Varying Coefficient Models ◽  
Varying Coefficient

scholarly journals DGQR estimation for interval censored quantile regression with varying-coefficient models

PLoS ONE ◽  
2020 ◽  
Vol 15 (11) ◽  
pp. e0240046
Author(s):  
ChunJing Li ◽  
Yun Li ◽  
Xue Ding ◽  
XiaoGang Dong
Keyword(s):  
Quantile Regression ◽  
Estimation Method ◽  
Real Data ◽  
Regression Estimation ◽  
Varying Coefficient Models ◽  
Simulation Studies ◽  
Varying Coefficient ◽  
Censored Quantile Regression ◽  
Direct Generalization ◽  
Interval Censored

This paper propose a direct generalization quantile regression estimation method (DGQR estimation) for quantile regression with varying-coefficient models with interval censored data, which is a direct generalization for complete observed data. The consistency and asymptotic normality properties of the estimators are obtained. The proposed method has the advantage that does not require the censoring vectors to be identically distributed. The effectiveness of the method is verified by some simulation studies and a real data example.

scholarly journals Variable selection of varying coefficient models in quantile regression

2012 ◽  
Vol 6 (0) ◽  
pp. 1220-1238 ◽  
Author(s):  
Hohsuk Noh ◽  
Kwanghun Chung ◽  
Ingrid Van Keilegom
Keyword(s):  
Variable Selection ◽  
Quantile Regression ◽  
Varying Coefficient Models ◽  
Varying Coefficient ◽  
Selection Of
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