Nonparametric M-quantile regression using penalised splines

By Monica Pratesi, Maria Giovanna Ranalli, Nicola Salvati. 2009

63 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0bd50902bd5f188f8e60f1d068f0c790b44e0ab3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Thomas Kneib

In Statistics and Probability

1. Goeran Kauermann
2. Linda Schulze Waltrup
3. Fabian Sobotka
4. Thomas Kneib
5. N. Klein
6. Stefan Lang
7. Simon N. Wood
8. María Durbán

Citations in the corpus

• Expectile and quantile regression—David and Goliath? (2015, methodology): “Expectile estimation is thereby a special form of M-quantile estimation (Breckling and Chambers, 1988) and expectile regression has seen some increasing interest in the last years (Schnabel and Eilers, 2009b; Pratesi et al., 2009; Sobotka and Kneib, 2012; Guo and Härdle, 2013).”