4 papers · 1 filter
Spline Quantile Regression with Cubic and Linear Smoothing Splines
Ta-Hsin Li
Spline quantile regression (SQR) is a method introduced recently by Li and Megiddo (2026) for linear quantile regression where the regression coefficients are treated as smooth fun…
Spline Autoregression Method for Estimation of Quantile Spectrum
Ta-Hsin Li
The quantile spectrum was introduced in Li (2012; 2014) as an alternative tool for spectral analysis of time series. It has the capability of providing a richer view of time series…
Quantile-Crossing Spectrum and Spline Autoregression Estimation
Ta-Hsin Li
The quantile-crossing spectrum is the spectrum of quantile-crossing processes created from a time series by the indicator function that shows whether or not the time series lies ab…
Spline Quantile Regression
Ta-Hsin Li, Nimrod Megiddo
Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individuall…