Results 261 to 270 of about 7,257 (284)

Short panel data quantile regression model with flexible correlated effects

Econometric Reviews
I propose an alternative linear model for short panel data quantile regression. The model assumes a nonparametric correlated effect (CE) that is τ-quantile-specific and time-invariant.
Doosoo Kim
semanticscholar   +1 more source

Nonparametric Testing of an Exclusion Restriction in Quantile Regression

Communications in Statistics - Theory and Methods, 2008
Using the framework proposed by Bickel et al. (2006), we provide a score-based testing method to check the exclusion restriction in quantile regression, i.e., H: να(Y|U, V) = να(Y|U) w.p.1, where να denotes the αth (0 
openaire   +1 more source

Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

Journal of Business and Economic Statistics, 2021
Degui Li, Qi Li
exaly  

Cost-effective power system operation with nonparametric Probabilistic optimal power flow and quantile regression forests method

Signal, Image and Video Processing
Chengfu Sun, Chengyu Zhang
semanticscholar   +1 more source

Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space

Computational Statistics & Data Analysis, 2021
Yue Wang, Yan Zhou, Rui Li, Heng Lian
semanticscholar   +1 more source

A Nonparametric Model Checking Test for Functional Linear Composite Quantile Regression Models

Journal of Systems Science and Complexity
Lili Xia, Jiang Du, Zhongzhan Zhang
semanticscholar   +1 more source

Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

Journal of Business and Economic Statistics, 2023
Di Wang, Heng Lian, Guodong Li
exaly  

Nonparametric quantile regression estimation for functional data with responses missing at random

, 2020
Dengke Xu, Jiang Du
semanticscholar   +1 more source

RODEO for Sparse Nonparametric Regression and Quantile Regression with Censored Data

2007
RODEO is a recently developed general strategy for nonparametric estimation based on the regularization of the estimator derivatives with respect to the smoothing parameters. In the original nonparametric regression framework, RODEO results in a simple yet effective new algorithm for simultaneous bandwidth and variable selection with interesting ...
openaire   +1 more source

Fast Nonparametric Quantile Regression With Arbitrary Smoothing Methods

Journal of Computational and Graphical Statistics, 2011
Hee-Seok Oh, Thomas C M Lee
exaly