5 Result(s)
within
Maozai Tian
Mathematics
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Article
Adaptive quantile regression with precise risk bounds
An adaptive local smoothing method for nonparametric conditional quantile regression models is considered in this paper. Theoretical properties of the procedure are examined. The proposed method is fully adapt...
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Article
Heteroscedasticity Detection and Estimation with Quantile Difference Method
When dealing with regression analysis, heteroscedasticity is a problem that the authors have to face with. Especially if little information can be got in advance, detection of heteroscedasticity as well as est...
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Article
Lack-of-fit tests based on weighted ratio of residuals and variances
This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models. The large and small sampling properties of the proposed test are establis...
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Article
Robust estimation in inverse problems via quantile coupling
In this article we consider a sequence of hierarchical space model of inverse problems. The underlying function is estimated from indirect observations over a variety of error distributions including those tha...
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Article
Hierarchical linear regression models for conditional quantiles
The quantile regression has several useful features and therefore is gradually develo** into a comprehensive approach to the statistical analysis of linear and nonlinear response models, but it cannot deal e...
