2 papers
stat.ME2025
Sparse-Smooth Spatially Varying Coefficient Quantile Regression
Hou Jian, Meng Tan, Tian Maozai
We develop a convex framework for spatially varying coefficient quantile regression that, for each predictor, separates a location-invariant \emph{global} effect from a \emph{spati…
stat.ME2025
Self-Normalized Quantile Empirical Saddlepoint Approximation
Hou Jian, Meng Tan, Tian Maozai
We propose a density-free method for frequentist inference on population quantiles, termed Self-Normalized Quantile Empirical Saddlepoint Approximation (SNQESA). The approach build…