Quantile regression in varying coefficient models

By Toshio Honda. 2004

102 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d60d5438c88420bcef5f061741a33dea639c33ea

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In Artificial Intelligence

In Statistics and Probability

Citations in the corpus

A quantile correlated random coefficients panel data model (2016, background): “4 correlated, heterogenous or individual-specific coefficients.5 The model of equation (1) is closely related to the class of varying coefficient (or functional) quantile regression models, studied in Honda (2004) and Kim (2007).”
Quantile regression in partially linear varying coefficient models (2009, unknown): “Honda [12] and Kim [15] studied varying coefficient models for independent data using local polynomials and splines, respectively.”
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (2012, methodology): “…He, Ng and Portnoy (1998), Yu and Jones (1998), Koenker, Ng and Portnoy (1998), He and Ng (1999), He and Liang (2000), He and Portnoy (2000), Honda (2000, 2004), Khindanova and Rachev (2000), Cai (2002a), De Gooijer and Gannoun (2003), Kim (2007), Lee (2003), Yu and Lu (2004), Horowitz and…”
Varying Coefficient Regression Models: A Review and New Developments (2015, unknown): “´/: They studied the local linear absolute deviation method, which minimises nX iD1 ˇ̌̌ ˇ̌̌Y i dX jD1 a0j C a1j Zi ´ X ij ˇ̌̌ ˇ̌̌Kh ´;Zi : Honda (2004) also studied the estimation of the conditional median and discussed briefly its extension to conditional ˛-quantiles for ˛ ¤ 1=2.”
Expectile and quantile regression—David and Goliath? (2015, methodology): “We also look at smooth quantiles denoted by q̂smooth ̨ and calculated using the method proposed by Jones (1992). For a moderate number of L, numerical instability does not seem to be a problem within the estimation of quantiles from expectiles.”
Quantile regression with varying coefficients (2007, background): “However, a varying-coefficient model for the conditional quantiles was considered only recently by [18] and [3], where local polynomials were used for independent and time series data, respectively.”