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Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…

Statistics Theory · Mathematics 2023-01-31 Dengdeng Yu , Matthew Pietrosanu , Ivan Mizera , Bei Jiang , Linglong Kong , Wei Tu

We present two innovative functional partial quantile regression algorithms designed to accurately and efficiently estimate the regression coefficient function within the function-on-function linear quantile regression model. Our algorithms…

Methodology · Statistics 2025-10-14 Muge Mutis , Ufuk Beyaztas , Filiz Karaman , Han Lin Shang

We develop an R package SPQR that implements the semi-parametric quantile regression (SPQR) method in Xu and Reich (2021). The method begins by fitting a flexible density regression model using monotonic splines whose weights are modeled as…

Methodology · Statistics 2022-10-27 Steven G. Xu , Reetam Majumder , Brian J. Reich

In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…

Methodology · Statistics 2021-09-14 Ufuk Beyaztas , Han Lin Shang , Aylin Alin

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris

Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…

Methodology · Statistics 2026-03-26 Ta-Hsin Li , Nimrod Megiddo

Partial least squares (PLS) is a dimensionality reduction technique used as an alternative to ordinary least squares (OLS) in situations where the data is colinear or high dimensional. Both PLS and OLS provide mean based estimates, which…

Methodology · Statistics 2021-10-18 Alvaro Mendez Civieta , M. Carmen Aguilera-Morillo , Rosa E. Lillo

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…

Computation · Statistics 2023-06-05 Aviv A. Rosenberg , Sanketh Vedula , Yaniv Romano , Alex M. Bronstein

Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…

Machine Learning · Computer Science 2022-02-01 Axel Brando , Joan Gimeno , Jose A. Rodríguez-Serrano , Jordi Vitrià

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Methodology · Statistics 2025-03-04 Tonghui Yu , Liming Xiang , Jong-Hyeon Jeong

Semi-parametric quantile regression (SPQR) is a flexible approach to density regression that learns a spline-based representation of conditional density functions using neural networks. As it makes no parametric assumptions about the…

Methodology · Statistics 2026-02-26 Reetam Majumder , Jordan Richards

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang

Quantile regression is a powerful tool for robust and heterogeneous learning that has seen applications in a diverse range of applied areas. However, its broader application is often hindered by the substantial computational demands arising…

Machine Learning · Statistics 2025-08-13 Qian Tang , Yuwen Gu , Boxiang Wang

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in…

Methodology · Statistics 2026-03-25 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

This paper introduces a new framework for multivariate quantile regression based on the multivariate distribution function, termed multivariate quantile regression (MQR). In contrast to existing approaches--such as directional quantiles,…

Econometrics · Economics 2026-01-01 Antonio F. Galvao , Gabriel Montes-Rojas

In this paper, we consider high-dimensional Lp-quantile regression which only requires a low order moment of the error and is also a natural generalization of the above methods and Lp-regression as well. The loss function of Lp-quantile…

Statistics Theory · Mathematics 2026-03-05 Fuming Lin WEilin Mou

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

Statistics Theory · Mathematics 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng
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