Simultaneous confidence interval for quantile regression
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DOI: 10.1007/s00180-014-0537-7
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References listed on IDEAS
- Fenske, Nora & Kneib, Thomas & Hothorn, Torsten, 2011. "Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 494-510.
- Krivobokova, Tatyana & Kneib, Thomas & Claeskens, Gerda, 2010. "Simultaneous Confidence Bands for Penalized Spline Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 852-863.
- Reiss Philip T. & Huang Lei, 2012. "Smoothness Selection for Penalized Quantile Regression Splines," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-27, May.
- Hee-Seok Oh & Douglas W. Nychka & Thomas C. M. Lee, 2007. "The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression," Biometrika, Biometrika Trust, vol. 94(4), pages 893-904.
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- Italo R. Lima & Guanqun Cao & Nedret Billor, 2019. "M-based simultaneous inference for the mean function of functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(3), pages 577-598, June.
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Keywords
Penalized spline; Pseudo data; Quantile loss; Simultaneous confidence interval;All these keywords.
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