Adaptive Local Linear Quantile Regression
查看参考文献16篇
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文摘
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In this paper we propose a new method of local linear adaptive smoothing for nonparametric conditional quantile regression.Some theoretical properties of the procedure are investigated.,Then we demonstrate the performance of the method on a simulated example and compare it with other methods.The simulation results demonstrate a reasonable performance of our method proposed especially in situations when the underlying image is piecewise linear or can be approximated by such images.Generally speaking,our method outperforms most other existing methods in the sense of the mean square estimation (MSE)and mean absolute estimation (MAE)criteria.The procedure is very stable with respect to increasing noise level and the algorithm can be easily applied to higher dimensional situations. |
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来源
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Acta Mathematicae Applicatae Sinica-English Series
,2011,27(3):509-516 【核心库】
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DOI
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10.1007/s10255-011-0087-5
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关键词
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quantile regression
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local linear regression
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adaptive smoothing
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automatic choice of window size
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Robustness
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地址
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Center for Applied Statistics,School of Statistics,Remin University of China, Beijing, 100872
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语种
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英文 |
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文献类型
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研究性论文 |
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ISSN
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0168-9673 |
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学科
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数学 |
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基金
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国家自然科学基金
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Major Project of Humanities Social Science Foundation of Ministry of Education
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国家教育部重点项目
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北京市自然科学基金
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Graduate Research Foundation of Ren Min University of China Adaptive Composite Quantile Regression Model and Bootstrap Confidence Interval Theory and Applications
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文献收藏号
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CSCD:4218008
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参考文献 共
16
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