Selection of bandwidth for local linear composite quantile regression smoothing

Korean Journal of Applied Statistics ◽

10.5351/kjas.2017.30.5.733 ◽

2017 ◽

Vol 30 (5) ◽

pp. 733-745

Author(s):

Myoungshic Jhun ◽

Jongkyeong Kang ◽

Sungwan Bang

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression ◽

Linear Composite ◽

Local Linear ◽

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Estimation of linear composite quantile regression using EM algorithm

Statistics & Probability Letters ◽

10.1016/j.spl.2016.05.019 ◽

2016 ◽

Vol 117 ◽

pp. 183-191 ◽

Author(s):

Yuzhu Tian ◽

Qianqian Zhu ◽

Maozai Tian

Keyword(s):

Em Algorithm ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Linear Composite

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Composite quantile regression and variable selection of the partial linear single-index models

Scientia Sinica Mathematica ◽

10.1360/012014-52 ◽

2014 ◽

Vol 44 (12) ◽

pp. 1299-1322 ◽

Author(s):

JiCai LIU ◽

YaZhao LV ◽

WeiHua ZHAO ◽

RiQuan ZHANG

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index ◽

Single Index Models ◽

Partial Linear ◽

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Testing in linear composite quantile regression models

Computational Statistics ◽

10.1007/s00180-014-0497-y ◽

2014 ◽

Vol 29 (5) ◽

pp. 1381-1402 ◽

Author(s):

Rong Jiang ◽

Wei-Min Qian ◽

Jing-Ru Li

Keyword(s):

Quantile Regression ◽

Regression Models ◽

Composite Quantile Regression ◽

Linear Composite

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Local Linear Quantile Regression for Time Series Under Near Epoch Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.3555740 ◽

2020 ◽

Author(s):

Xiaohang Ren ◽

Zudi Lu

Keyword(s):

Time Series ◽

Quantile Regression ◽

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Robust communication-efficient distributed composite quantile regression and variable selection for massive data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2021.107262 ◽

2021 ◽

pp. 107262

Author(s):

Kangning Wang ◽

Shaomin Li ◽

Benle Zhang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Massive Data ◽

Composite Quantile Regression ◽

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Multi-round smoothed composite quantile regression for distributed data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00816-0 ◽

2022 ◽

Author(s):

Fengrui Di ◽

Lei Wang

Keyword(s):

Quantile Regression ◽

Distributed Data ◽

Composite Quantile Regression

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Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes

10.31223/osf.io/wg7sn ◽

2017 ◽

Author(s):

Alex Cannon

Keyword(s):

Neural Network ◽

Quantile Regression ◽

Nonlinear Regression ◽

Composite Quantile Regression ◽

Regression Quantiles ◽

Rainfall Extremes

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Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition

Journal of Nonparametric Statistics ◽

10.1080/10485252.2017.1418869 ◽

2018 ◽

Vol 30 (2) ◽

pp. 291-307

Author(s):

Yu-Ning Li ◽

Yi Zhang

Keyword(s):

Quantile Regression ◽

Matrix Decomposition ◽

Composite Quantile Regression

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Weighted composite quantile regression for single index model with missing covariates at random

Computational Statistics ◽

10.1007/s00180-019-00886-y ◽

2019 ◽

Vol 34 (4) ◽

pp. 1711-1740 ◽

Author(s):

Huilan Liu ◽

Hu Yang ◽

Changgen Peng

Keyword(s):

Quantile Regression ◽

Missing Covariates ◽

Composite Quantile Regression ◽

Single Index ◽

Index Model ◽

Single Index Model

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Composite quantile regression estimation of linear error-in-variable models using instrumental variables

Metrika ◽

10.1007/s00184-019-00734-5 ◽

2019 ◽

Vol 83 (1) ◽

pp. 1-16

Author(s):

Weiming Yang ◽

Yiping Yang

Keyword(s):

Quantile Regression ◽

Instrumental Variables ◽

Regression Estimation ◽

Composite Quantile Regression

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