Simultaneous Estimation of Multiple Conditional Regression Quantiles  

作　　者：Yan-ke WU Ya-nan HU Jian ZHOU Mao-zai TIAN 

机构地区：[1]Faculty of Mathematics and Computer Science,Guangdong Ocean University,Zhanjiang 524088,China [2]Center for Applied Statistics,School of Statistics,Renmin University of China,Beijing 100872,China [3]School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730101,China [4]School of Statistics and Information,Xinjiang University of Finance and Economics,Urumqi 830012,China [5]Business School,Zhengzhou University,Zhenzhou 450001,China [6]China Academy of Transportation Sciences,Beijing 100029,China

出　　处：《Acta Mathematicae Applicatae Sinica》2020年第2期448-457,共10页应用数学学报（英文版）

基　　金：partially supported by the National Natural Science Foundation of China(No.11861042);the Fundamental Research Funds for the Central Universities;the Research Funds of Renmin University of China(No.18XNL012)。

摘　　要：In this article, we put forward a new approach to estimate multiple conditional regression quantiles simultaneously. Unlike the double summation method in most of the literatures, our proposed model allows continuous variety for the quantile level over(0,1). As a result, all the quantile curves can be obtained via a 2-dimensional surface simultaneously. Most importantly, the proposed minimizing criterion can be readily transformed to a linear programming problem. We use tensor product bi-linear quantile smoothing B-splines tofit it. The asymptotic property of the estimator is derived and a real data set is analyzed to demonstrate the proposed method.

关 键 词：SIMULTANEOUS Estimation CONDITIONAL Regression QUANTILES B-SPLINE TENSOR PRODUCT 

分 类 号：O212.1[理学—概率论与数理统计]