منابع مشابه
Quantile Regression for Longitudinal Data
The penalized least squares interpretation of the classical random effects estimator suggests a possible way forward for quantile regression models with a large number of “fixed effects”. The introduction of a large number of individual fixed effects can significantly inflate the variability of estimates of other covariate effects. Regularization, or shrinkage of these individual effects toward...
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We consider the problem of nonparametric quantile regression for twice censored data. Two new estimates are presented, which are constructed by applying concepts of monotone rearrangements to estimates of the conditional distribution function. The proposed methods avoid the problem of crossing quantile curves. Weak uniform consistency and weak convergence is established for both estimates and t...
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Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. Linear and nonlinear QR models have been studied extensively, while recent research focuses on the single index quantile regression (SIQR) model. Compared to the single index mean regression problem, the fitting and the asymptotic theory of the SIQR model are more complicated due to...
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ژورنال
عنوان ژورنال: Annual Review of Statistics and Its Application
سال: 2021
ISSN: 2326-8298,2326-831X
DOI: 10.1146/annurev-statistics-042720-020233