REFERENCE VALUES OBTAINED BY KERNEL-BASED ESTIMATION OF QUANTILE REGRESSIONS

被引:12
作者
DUCHARME, GR
GANNOUN, A
GUERTIN, MC
JEQUIER, JC
机构
[1] UNIV MONTPELLIER 2,PROBABILITES & STAT LAB,F-34095 MONTPELLIER,FRANCE
[2] HOP ST JUSTINE,CTR RECH PEDIAT,MONTREAL,PQ H3T 1C5,CANADA
关键词
BANDWIDTH SELECTION; BOOTSTRAP; CONDITIONAL EMPIRICAL PROCESS; CONDITIONAL QUANTILE; INTEGRATED MEAN SQUARE ERROR; NONPARAMETRIC REGRESSION; NORMS; QUANTILE REGRESSION; REFERENCES VALUES; SYMMETRIZED NEAREST NEIGHBOR ESTIMATOR;
D O I
10.2307/2533009
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
In this paper, we study the problem of estimating non-parametrically a quantile regression curve as it applies to computing reference values. We propose an automatic procedure that uses a symmetrized nearest-neighbor kernel estimator of conditional distributions. We also discuss ways of measuring the dispersion of the quantile regression estimator. One is based on the asymptotic distribution of such quantiles, while the other relies on the bootstrap method. The results of a small simulation study show that the methods of the paper perform rather well even in a situation where a good parametric solution is available. As an example, we analyze a small part of a data set that was collected to establish reference values for blood velocity in different parts of the umbilical cord of human fetuse as they grow toward birth.
引用
收藏
页码:1105 / 1116
页数:12
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