Abstract
Quantile regression is a popular tool for modelling the conditional quantiles of a response as a
function of one (or more) independent variables. Quantile curves for different probabilities often
cross. In theory this is not possible, but it is frequently encountered in small data sets. We
propose to estimate all quantile curves simultaneously with a surface, a so-called quantile sheet.
This sheet is fitted with a sum of tensor products of B-splines with two penalties to control for
smoothness.
| Original language | English |
|---|---|
| Title of host publication | Book of Abstracts of the Joint Meeting of y-BIS and jSPE |
| Editors | P. Canas Rodrigues, F. Marques, L. Ramon |
| Place of Publication | Lisbon |
| Publisher | Universidade Nova de Lisboa |
| Pages | 186-187 |
| ISBN (Print) | 9789728893316 |
| Publication status | Published - 2012 |
| Event | Joint Meeting of the y-BIS and jSPE - Duration: 23 Jul 2012 → 26 Jul 2012 |
Conference
| Conference | Joint Meeting of the y-BIS and jSPE |
|---|---|
| Period | 23/07/12 → 26/07/12 |