Simultaneous estimation of quantile curves using quantile sheets

被引:0
|
作者
Sabine K. Schnabel
Paul H. C. Eilers
机构
[1] Biometris,Department of Biostatistics
[2] Wageningen University and Research Centre,undefined
[3] Erasmus Medical Center,undefined
来源
AStA Advances in Statistical Analysis | 2013年 / 97卷
关键词
-splines; Quantiles; Smoothing; Tensor product;
D O I
暂无
中图分类号
学科分类号
摘要
The results of quantile smoothing often show crossing curves, in particular, for small data sets. We define a surface, called a quantile sheet, on the domain of the independent variable and the probability. Any desired quantile curve is obtained by evaluating the sheet for a fixed probability. This sheet is modeled by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$P$$\end{document}-splines in form of tensor products of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B$$\end{document}-splines with difference penalties on the array of coefficients. The amount of smoothing is optimized by cross-validation. An application for reference growth curves for children is presented.
引用
收藏
页码:77 / 87
页数:10
相关论文
共 50 条
  • [11] Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
    Dao, Mai
    Wang, Min
    Ghosh, Souparno
    Ye, Keying
    COMPUTATIONAL STATISTICS, 2022, 37 (03) : 1339 - 1368
  • [12] Estimation of the simultaneous confidence regions for the ratios of quantile residual lifetimes
    Chang, Yu-Mei
    Shen, Pao-Sheng
    Jiang, Yu-Ru
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (13) : 2581 - 2596
  • [13] Nonparametric quantile estimation
    Takeuchi, Ichiro
    Le, Quoc V.
    Sears, Timothy D.
    Smola, Alexander J.
    JOURNAL OF MACHINE LEARNING RESEARCH, 2006, 7 : 1231 - 1264
  • [14] On quantile estimation by bootstrap
    Brodin, E
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 50 (06) : 1398 - 1406
  • [15] Quantile Sensitivity Estimation
    Heidergott, Bernd
    Volk-Makarewicz, Warren
    NETWORK CONTROL AND OPTIMIZATION, PROCEEDINGS, 2009, 5894 : 16 - 29
  • [16] Quantile and histogram estimation
    Chen, EJ
    Kelton, WD
    WSC'01: PROCEEDINGS OF THE 2001 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2001, : 451 - 459
  • [17] Incremental quantile estimation
    Tschumitschew K.
    Klawonn F.
    Evolving Systems, 2010, 1 (4) : 253 - 264
  • [18] DISCRETE QUANTILE ESTIMATION
    Frydman, Halina
    Simon, Gary
    ADVANCES AND APPLICATIONS IN STATISTICS, 2008, 9 (02) : 177 - 203
  • [19] QUANTILE INTERVAL ESTIMATION
    KAIGH, WD
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1983, 12 (21) : 2427 - 2443
  • [20] Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
    Liu, Yufeng
    Wu, Yichao
    JOURNAL OF NONPARAMETRIC STATISTICS, 2011, 23 (02) : 415 - 437