Quantile smoothing splines

Roger Koenker; Pin Ng; Stephen Portnoy

doi:10.1093/biomet/81.4.673

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JOURNAL ARTICLE

Quantile smoothing splines

Roger Koenker Pin Ng Stephen Portnoy

Year: 1994 Journal: Biometrika Vol: 81 (4)Pages: 673-680 Publisher: Oxford University Press

DOI: 10.1093/biomet/81.4.673

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Abstract

SUMMARY Although nonparametric regression has traditionally focused on the estimation of conditional mean functions, nonparametric estimation of conditional quantile functions is often of substantial practical interest. We explore a class of quantile smoothing splines, defined as solutions to

Keywords:

Quantile Mathematics Nonparametric statistics Quantile regression Smoothing Econometrics Nonparametric regression Smoothing spline Statistics Estimation Conditional probability distribution Conditional expectation

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Topics

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Quantile smoothing splines

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