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
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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.
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页码:77 / 87
页数:10
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