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quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression

Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Iván Fernández-Val

arXiv 26 Oct 2016 · Statistics — Computation · publishedThe R Journal (2016) · 5 citations (OpenAlex)

arXiv:1610.08329 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. It also provides pointwise and uniform confidence intervals over a region of covariate values and/or quantile indices for the same functions using analytical and resampling methods. This paper serves as an introduction to the package and displays basic functionality of the functions contained within.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1A. Belloni, V. Chernozhukov, D. Chetverikov, and I. Fernandez-Val (2011) Conditional Quantile Processes based on Series or Many Regressors0.81142100%
2R. Koenker (2011) Additive models for quantile regression: Model selection and confidence bandaids0.64422100%
3I. Charlier, D. Paindaveine, and J. Saracco (2015) QuantifQuantile: Estimation of Conditional Quantiles using Optimal Quantization, 20150.40511100%
4V. Chernozhukov, I. Fernández-Val, and A. Galichon (2009) Improving point and interval estimators of monotone functions by rearrangement0.40511100%
5V. Chernozhukov, I. Fernández-Val, and A. Galichon (2010) Quantile and probability curves without crossing0.40511100%
6J. O. Ramsay, H. Wickham, S. Graves, and G. Hooker (2014) fda: Functional Data Analysis, 20140.40511100%
7R. Koenker and G. Basset (1978) Regression quantiles0.40511100%
8R. Koenker (2016) quantreg: Quantile Regression, 20160.40511100%
9V. Muggeo, M. Sciandra, A. Tomasello, and S. Calvo (2013) Estimating growth charts via nonparametric quantile regression: a practical framework with application in ecology0.40511100%

Showing the top 9 of 9 scored citations.