惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Stack Overflow Blog
Stack Overflow Blog
J
Java Code Geeks
Last Week in AI
Last Week in AI
人人都是产品经理
人人都是产品经理
博客园 - 【当耐特】
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
C
Check Point Blog
月光博客
月光博客
腾讯CDC
Engineering at Meta
Engineering at Meta
博客园 - Franky
Vercel News
Vercel News
D
Docker
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
F
Fortinet All Blogs
Microsoft Security Blog
Microsoft Security Blog
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
雷峰网
雷峰网
Google DeepMind News
Google DeepMind News
Martin Fowler
Martin Fowler
GbyAI
GbyAI
B
Blog
Hugging Face - Blog
Hugging Face - Blog
T
Tailwind CSS Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Quantile regression with varying coefficients
Mi-Ok Kim · 2007-08-03 · via math.ST updates on arXiv.org

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 conditional quantiles with varying coefficients and propose a methodology for their estimation and assessment using polynomial splines. The proposed estimators are easy to compute via standard quantile regression algorithms and a stepwise knot selection algorithm. The proposed Rao-score-type test that assesses the model against a linear model is also easy to implement. We provide asymptotic results on the convergence of the estimators and the null distribution of the test statistic. Empirical results are also provided, including an application of the methodology to forced expiratory volume (FEV) data.