A convergent algorithm for quantile regression with smoothing splines
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 19 (1995)
Issue (Month): 6 (June)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Prochazka, Bohumir, 1988. "Regression quantiles and trimmed least squares estimator in the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 6(4), pages 385-391, June.
- Cunningham, J. K. & Eubank, R. L. & Hsing, T., 1991. "M-type smoothing splines with auxiliary scale estimation," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 43-51, January.
- Antoch, J. & Janssen, P., 1989. "Nonparametric regression M-quantiles," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 355-362, September.
- Laurini, Márcio P., 2007. "Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines," Insper Working Papers wpe_89, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- De Rossi, Giuliano & Harvey, Andrew, 2009.
"Quantiles, expectiles and splines,"
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Elsevier, vol. 152(2), pages 179-185, October.
- DeRossi, G. & Harvey, A., 2007. "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics 0660, Faculty of Economics, University of Cambridge.
- DeRossi, G. & Harvey, A., 2007. "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics 0702, Faculty of Economics, University of Cambridge.
- DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge.
- Laurini, Márcio P. & Moura, Marcelo, 2007.
"Constrained Smoothing Splines for the Term Structure of Interest Rates,"
Insper Working Papers
wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Poletti Laurini, Márcio & Moura, Marcelo, 2010. "Constrained smoothing B-splines for the term structure of interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.
- Laurini, Márcio P., 2007.
"A note on the use of quantile regression in beta convergence analysis,"
Insper Working Papers
wpe_95, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Marcio Laurini, 2007. "A note on the use of quantile regression in beta convergence analysis," Economics Bulletin, AccessEcon, vol. 3(52), pages 1-8.
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