caa a22 4500 44583062X CHVBK 20180317145314.0 cr unu---uuuuu 170323e20110701xx s 000 0 eng 10.1007/s10255-011-0087-5 doi (NATIONALLICENCE)springer-10.1007/s10255-011-0087-5 Adaptive local linear quantile regression [Elektronische Daten] [Yu-nan Su, Mao-zai Tian] In this paper we propose a new method of local linear adaptive smoothing for nonparametric conditional quantile regression. Some theoretical properties of the procedure are investigated. Then we demonstrate the performance of the method on a simulated example and compare it with other methods. The simulation results demonstrate a reasonable performance of our method proposed especially in situations when the underlying image is piecewise linear or can be approximated by such images. Generally speaking, our method outperforms most other existing methods in the sense of the mean square estimation (MSE) and mean absolute estimation (MAE) criteria. The procedure is very stable with respect to increasing noise level and the algorithm can be easily applied to higher dimensional situations. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg, 2011 quantile regression nationallicence local linear regression nationallicence adaptive smoothing nationallicence automatic choice of window size nationallicence Robustness nationallicence Su Yu-nan Center for Applied Statistics, School of Statistics, Remin University of China, 100872, Beijing, China aut Tian Mao-zai Center for Applied Statistics, School of Statistics, Remin University of China, 100872, Beijing, China aut Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/3(2011-07-01), 509-516 0168-9673 27:3<509 2011 27 10255 https://doi.org/10.1007/s10255-011-0087-5 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10255-011-0087-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Su Yu-nan Center for Applied Statistics, School of Statistics, Remin University of China, 100872, Beijing, China aut NATIONALLICENCE 700 1- Tian Mao-zai Center for Applied Statistics, School of Statistics, Remin University of China, 100872, Beijing, China aut NATIONALLICENCE 773 0- Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/3(2011-07-01), 509-516 0168-9673 27:3<509 2011 27 10255 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer