Pointwise Estimation of Density of Heteroscedastistic Response in Regression |
Hyun, Ji-Hoon
(Korea Science Academy of KAIST)
Kim, Si-Won (Korea Science Academy of KAIST) Lee, Sung-Dong (Korea Science Academy of KAIST) Byun, Wook-Jae (Korea Science Academy of KAIST) Son, Mi-Kyoung (Department of Statistics, Pusan National University) Kim, Choong-Rak (Department of Statistics, Pusan National University) |
1 | Koenker, R. and Hallock, K. F. (2001). Quantile regression, The Journal of Economic Perspectives, 15, 143-156. DOI ScienceOn |
2 | Loader, C. R. (1996). Local likelihood density estimation, Annals of Statistics, 24, 1602-1618. DOI |
3 | Portnoy, S. and Koenker, R. (1997). The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators (with discussion), Statistical Science, 12, 279-300. DOI ScienceOn |
4 | R Development Core Team (2011). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org. |
5 | Ruppert, D., Sheather, S. J. and Wand, M. P. (1995). An effective bandwidth selector for local least squares regression, Journal of the American Statistical Association, 90, 1257-1270. DOI ScienceOn |
6 | Yu, K. and Jones, M. C. (1998). Local linear regression quantile estimation, Journal of the American Statistical Association, 93, 228-238. DOI ScienceOn |
7 | Yu, K., Lu, Z. and Stander, J. (2003). Quantile regression: Applications and current research areas, Journal of the Royal Statistical Society, 52, 331-350. |
8 | Cole, T. J. and Green, P. J. (1992). Smoothing reference centile curves: The LMS method and penalized likelihood, Statistics in Medicine, 11, 1305-1319. DOI ScienceOn |
9 | Copas, J. B. (1995). Local likelihood based on kernel censoring, Journal of the Royal Statistical Society, Series B, 57, 221-235. |
10 | Hall, P. and Presnell, B. (1997). Intentionally Biased Bootstrap Methods, unpublished manuscript. |
11 | Hall, P., Wolff, R. C. and Yao, Q. (1999). Methods for estimating a conditional distribution, Journal of the American Statistical Association, 94, 154-163. DOI ScienceOn |
12 | Heagerty, P. J. and Pepe, M. S. (1999). Semiparametric estimation of regression quantiles with application to standardizing weight for height and age in US children, Journal of the Royal Statistical Society (Applied Statistics), 48, 533-551. DOI ScienceOn |
13 | Hendricks, W. and Koenker, R. (1992). Hierarchical spline models for conditional quantiles and the demand for electricity, Journal of the American Statistical Association, 87, 58-68. DOI ScienceOn |
14 | Koenker, R. and Bassett, G. (1978). Asymptotic theory of least absolute error regression, Journal of the American Statistical Association, 73, 618-622. DOI ScienceOn |
15 | Hjort, N. L. and Jones, M. C. (1996). Locally parametric nonparametric density estimation, Annals of Statistics, 24, 1619-1647. DOI |
16 | Koenker, R. (2005). Quantile Regression, Cambridge, U.K., Cambridge University Press. |