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Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…

Statistics Theory · Mathematics 2021-05-19 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Motivated by the study of how daily temperature affects soybean yield, this article proposes a simultaneous functional quantile regression (FQR) model featuring a locally sparse bivariate slope function indexed by both quantile and time and…

Methodology · Statistics 2026-02-03 Boyi Hu , Jiguo Cao

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…

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

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

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…

Methodology · Statistics 2026-05-22 Sooran Kim , Mark S. Kaiser , Xiongtao Dai

We present a simple quantile regression-based forecasting method that was applied in a probabilistic load forecasting framework of the Global Energy Forecasting Competition 2017 (GEFCom2017). The hourly load data is log transformed and…

Applications · Statistics 2019-10-17 Florian Ziel

This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a…

Statistics Theory · Mathematics 2016-08-14 Hervé Cardot , Christophe Crambes , Pascal Sarda

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

Data integration has become increasingly popular owing to the availability of multiple data sources. This study considered quantile regression estimation when a key covariate had multiple proxies across several datasets. In a unified…

Methodology · Statistics 2022-10-25 Dongyoung Go , Jongho Im , Ick Hoon Jin

Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…

Methodology · Statistics 2026-01-27 Yu Gu , Yangjianchen Xu , Peijun Sang

This paper develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile…

Methodology · Statistics 2020-12-22 Zhengwu Zhang , Xiao Wang , Linglong Kong , Hongtu Zhu

This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…

Methodology · Statistics 2021-07-07 Soudeep Deb , Kaushik Jana

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

Methodology · Statistics 2020-06-02 Paolo Frumento , Matteo Bottai , Iván Fernández-Val

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

Methodology · Statistics 2020-08-21 Xiaoke Zhang , Wu Xue , Qiyue Wang

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

We derive the properties and demonstrate the desirability of a model-based method for estimating the spatially-varying effects of covariates on the quantile function. By modeling the quantile function as a combination of I-spline basis…

Methodology · Statistics 2019-05-02 Halley Brantley , Montserrat Fuentes , Joseph Guinness , Eben Thoma

This work introduces Bayesian quantile regression modeling framework for the analysis of longitudinal count data. In this model, the response variable is not continuous and hence an artificial smoothing of counts is incorporated. The…

Methodology · Statistics 2023-06-19 Sanket Jantre