Ducharme G R, Gannoun A, Guertin M C, Jéquier J C
Département de Mathématiques et Statistique, Université de Montréal, Quebec, Canada.
Biometrics. 1995 Sep;51(3):1105-16.
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 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.
在本文中，我们研究了非参数估计分位数回归曲线的问题，该问题适用于计算参考值。我们提出了一种自动程序，该程序使用条件分布的对称最近邻核估计器。我们还讨论了测量分位数回归估计器离散度的方法。一种基于此类分位数的渐近分布，另一种则依赖于自助法。一项小型模拟研究的结果表明，即使在有良好参数解的情况下，本文的方法也表现得相当出色。作为一个例子，我们分析了一个数据集的一小部分，该数据集是为了确定人类胎儿脐带不同部位在向出生发育过程中的血流速度参考值而收集的。
