Quantile smoothing splines

1994590 citationsJournal Article

Authors

Roger Koenker · University of Illinois Urbana-Champaign

Stephen Portnoy · University of Illinois Urbana-Champaign

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

Topics & Keywords

Advanced Statistical Methods and Models Statistical Methods and Inference Advanced Statistical Process Monitoring

Publication Details

Published in: Biometrika

Volume 81, Issue 4, pp. 673-680

DOI: 10.1093/biomet/81.4.673

Field-Weighted Citation Impact: 12.23

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Quantile smoothing splines

Authors

Abstract

Topics & Keywords

Publication Details