Document Zbl 1331.62031

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Comput.</a> <a href="/?q=in%3A342111" title="Articles in this Issue">25, No. 2, 189-202 (2015)</a>. </div> <div class="abstract">Summary: Generalized regression quantiles, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized regression quantiles. Our approach assumes that the generalized regression quantiles share some common features that can be summarized by a small number of principal component functions. The principal component functions are modeled as splines and are estimated by minimizing a penalized asymmetric loss measure. An iterative least asymmetrically weighted squares algorithm is developed for computation. While separate estimation of individual generalized regression quantiles usually suffers from large variability due to lack of sufficient data, by borrowing strength across data sets, our joint estimation approach significantly improves the estimation efficiency, which is demonstrated in a simulation study. The proposed method is applied to data from 159 weather stations in China to obtain the generalized quantile curves of the volatility of the temperature at these stations.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A6544737">Cited in <strong>9</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td class="mono"> 62-07 </td> <td class="space"> Data analysis (statistics) (MSC2010) </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62J02" title="MSC2020">62J02</a> </td> <td class="space"> General nonlinear regression </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62H25" title="MSC2020">62H25</a> </td> <td class="space"> Factor analysis and principal components; correspondence analysis </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62P12" title="MSC2020">62P12</a> </td> <td class="space"> Applications of statistics to environmental and related topics </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Aasymmetric+loss+function">asymmetric loss function</a>; <a href="/?q=ut%3Afunctional+data+analysis">functional data analysis</a>; <a href="/?q=ut%3Ageneralized+quantiles">generalized quantiles</a>; <a href="/?q=ut%3Aiteratively+reweighted+least+squares">iteratively reweighted least squares</a>; <a href="/?q=ut%3Aprincipal+component+analysis">principal component analysis</a>; <a href="/?q=ut%3Apenalized+splines">penalized splines</a></div> <div class="software"> <h3>Software:</h3><a href="/software/7116">SemiPar</a>; <a href="/software/4511">fda (R)</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1331.62031" data-ciurl="/ci/06544737" data-biburl="/bibtex/06544737.bib" data-amsurl="/amsrefs/06544737.bib" data-xmlurl="/xml/06544737.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06544737.pdf" title="Zbl 1331.62031 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11222-013-9425-1" aria-label="DOI for “Functional data analysis of generalized regression quantiles”" title="10.1007/s11222-013-9425-1">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Anastasiadou, Z., López-Cabrera, B.: Statistical modelling of temperature risk. 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This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching. </div> </div></article> </div></div> </div> </div> <div class="clearfix"></div> </div> </div> <div id="foot"><div class="copyright"> © 2025 <a target="fiz" href="https://www.fiz-karlsruhe.de/en">FIZ Karlsruhe GmbH</a> <a href="/privacy-policy/">Privacy Policy</a> <a href="/legal-notices/">Legal Notices</a> <a href="/terms-conditions/">Terms & Conditions</a> <div class="info"> <ul class="nav"> <li class="mastodon"> <a href="https://mathstodon.xyz/@zbMATH" target="_blank" class="no-new-tab-icon"> <img src="/static/mastodon.png" title="zbMATH at Mathstodon (opens in new tab)" alt="Mastodon logo"> </a> </li> </ul> </div> </div> <div class="clearfix" style="height: 0px;"></div> </div> </div> <script src="https://static.zbmath.org/contrib/jquery/1.9.1/jquery.min.js"></script> <script src="https://static.zbmath.org/contrib/jquery-caret/1.5.2/jquery.caret.min.js"></script> <script src="/static/js/jquery-ui-1.10.1.custom.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap/v3.3.7zb1/js/bootstrap.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-lightbox/v0.7.0/bootstrap-lightbox.min.js"></script> <script src="https://static.zbmath.org/contrib/retina/unknown/retina.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-select/v1.13.14/js/bootstrap-select.min.js"></script> <script> var SCRIPT_ROOT = ""; </script> <script src="/static/scripts.js?v=20240926"> </script> <script src="https://static.zbmath.org/contrib/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script> <script type="text/x-mathjax-config"> MathJax.Hub.Config({ "HTML-CSS": { preferredFont: "TeX", availableFonts: [ "STIX", "TeX" ], linebreaks: { automatic: true }, EqnChunk: (MathJax.Hub.Browser.isMobile ? 10 : 50) }, tex2jax: { processEscapes: true, ignoreClass: "tex2jax_ignore|dno" }, TeX: { Macros: { Aut: "\\operatorname{Aut}", Hom: "\\operatorname{Hom}" }, noUndefined: { attributes: { mathcolor: "#039", //"red", mathbackground: "white", //"#FFEEEE", mathsize: "90%" } } }, messageStyle: "none" }); </script> <script type="text/javascript"> $(document).ready(function() { $("#MathInput").stop(true, true).keyup(function() { $.ajax({ url: "/mwsq/", type: "POST", data: { query : $("#MathInput").val() }, dataType: "text" }) .done(function(xml) { $("#MathPreview").html(xml); $(window).resize(); }); }); var press = jQuery.Event("keyup"); press.ctrlKey = false; press.which = 40; $("#MathInput").trigger(press); }); </script> <div id="new_tab_icon" style="display: none"> <span class="glyphicon glyphicon-new-window" aria-hidden="true"></span><span class="sr-only">(opens in new tab)</span></div> </body> </html>

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