Simultaneous Estimation of Multiple Conditional Regression Quantiles

doi:10.1007/s10255-020-0932-5

	Simultaneous Estimation of Multiple Conditional Regression Quantiles
	Wu, Yan-ke ; Hu, Ya-nan ; Zhou, Jian ; Tian, Mao-zai
	2020-03
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
卷号	36 期号:2 页码:448-457
摘要	In this article, we put forward a new approach to estimate multiple conditional regression quantiles simultaneously. Unlike the double summation method in most of the literatures, our proposed model allows continuous variety for the quantile level over (0,1). As a result, all the quantile curves can be obtained via a 2-dimensional surface simultaneously. Most importantly, the proposed minimizing criterion can be readily transformed to a linear programming problem. We use tensor product bi-linear quantile smoothing B-splines to fit it. The asymptotic property of the estimator is derived and a real data set is analyzed to demonstrate the proposed method.
关键词	Simultaneous Estimation Conditional Regression Quantiles B-spline Tensor Product
DOI	10.1007/s10255-020-0932-5
收录类别	SCI ; SCOPUS ; SCIE ; CSCD
ISSN	0168-9673
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000525004800015
出版者	SPRINGER HEIDELBERG
原始文献类型	Article
EISSN	1618-3932
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/10246
专题	统计与数据科学学院
作者单位	1.Guangdong Ocean Univ, Fac Math & Comp Sci, Zhanjiang 524088, Peoples R China; 2.Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730101, Peoples R China; 4.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Urumqi 830012, Peoples R China; 5.Zhengzhou Univ, Business Sch, Zhenzhou 450001, Peoples R China; 6.China Acad Transportat Sci, Beijing 100029, Peoples R China
推荐引用方式 GB/T 7714	Wu, Yan-ke,Hu, Ya-nan,Zhou, Jian,et al. Simultaneous Estimation of Multiple Conditional Regression Quantiles[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2020,36(2):448-457.
APA	Wu, Yan-ke,Hu, Ya-nan,Zhou, Jian,&Tian, Mao-zai.(2020).Simultaneous Estimation of Multiple Conditional Regression Quantiles.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,36(2),448-457.
MLA	Wu, Yan-ke,et al."Simultaneous Estimation of Multiple Conditional Regression Quantiles".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 36.2(2020):448-457.

条目包含的文件
文件名称/大小	文献类型	版本类型	开放类型	使用许可
15456.pdf（426KB）	期刊论文	出版稿	暂不开放	CC BY-NC-SA	请求全文