Detailed Information

Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

Simultaneous estimation of quantile regression functions using B-splines and total variation penalty

Authors
Jhong, Jae-HwanKoo, Ja-Yong
Issue Date
5월-2019
Publisher
ELSEVIER SCIENCE BV
Keywords
Binary method; Coordinate descent algorithm; Minimax rate; Non-crossing; Total variation; Weighted quantile
Citation
COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.133, pp.228 - 244
Indexed
SCIE
SCOPUS
Journal Title
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume
133
Start Page
228
End Page
244
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/65843
DOI
10.1016/j.csda.2018.10.005
ISSN
0167-9473
Abstract
We consider the problem of simultaneously estimating a finite number of quantile functions with B-splines and the total variation penalty. For the implementation of simultaneous quantile function estimators, we develop a new coordinate descent algorithm taking into account a special structure of the total variation penalty determined by B-spline coefficients. The entire paths of solution paths for several quantile function estimators and tuning parameters can be efficiently computed using the coordinate descent algorithm. We also consider non-crossing quantile function estimators having additional constraints at the knots of spline functions. Numerical studies using both simulated and real data sets are provided to illustrate the performance of the proposed method. For a theoretical result, we prove that the proposed the quantile regression function estimators achieve the minimax rate under regularity conditions. (C) 2018 Elsevier B.V. All rights reserved.
Files in This Item
There are no files associated with this item.
Appears in
Collections
College of Political Science & Economics > Department of Statistics > 1. Journal Articles

qrcode

Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher Koo, Ja Yong photo

Koo, Ja Yong
정경대학 (통계학과)
Read more

Altmetrics

Total Views & Downloads

BROWSE