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Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

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 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 provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…

Statistics Theory · Mathematics 2009-09-29 Mi-Ok Kim

In this paper, we study statistical inference in functional quantile regression for scalar response and a functional covariate. Specifically, we consider a functional linear quantile regression model where the effect of the covariate on the…

Methodology · Statistics 2022-08-23 Meng Li , Kehui Wang , Arnab Maity , Ana-Maria Staicu

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

Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…

Machine Learning · Computer Science 2023-09-15 Haleh Akrami , Omar Zamzam , Anand Joshi , Sergul Aydore , Richard Leahy

Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…

Applications · Statistics 2013-09-11 Lu Xiaoming , Fan Zhaozhi

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

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Quantile regression (QR) is a statistical tool for distribution-free estimation of conditional quantiles of a target variable given explanatory features. QR is limited by the assumption that the target distribution is univariate and defined…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…

Methodology · Statistics 2021-04-22 Silvia Columbu , Paolo Frumento , Matteo Bottai

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

Methodology · Statistics 2023-08-15 Yahang Liu , Kecheng Wei , Chen Huang , Yongfu Yu , Guoyou Qin

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

Proportional mean residual life model is studied for analysing survival data from the case-cohort design. To simultaneously estimate the regression parameters and the baseline mean residual life function, weighted estimating equations based…

Statistics Theory · Mathematics 2019-01-18 Huijuan Ma , Jianhua Shi , Yong Zhou

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

We propose a prediction procedure for the functional linear quantile regression model by using partial quantile covariance techniques and develop a simple partial quantile regression (SIMPQR) algorithm to efficiently extract partial…

Methodology · Statistics 2015-11-03 Dengdeng Yu , Linglong Kong , Ivan Mizera

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

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou
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