Simultaneous estimation of linear conditional quantiles with penalized splines.
Heng LianJie MengZengyan FanPublished in: J. Multivar. Anal. (2015)
Keyphrases
- closed form
- least squares
- semi parametric
- sliding window
- order statistics
- maximum likelihood
- data distribution
- structural equation models
- conditional probabilities
- parameter estimation
- b spline
- probabilistic model
- cubic spline
- data sets
- accurate estimation
- estimation process
- random field model
- density estimation
- estimation accuracy
- linear systems
- robust estimation
- binary classification
- linear model
- variable selection
- model selection
- data streams
- learning algorithm
- neural network