search for: triogram

...ditional mean functions, conditional quantile functions are estimated using penalty methods. When z1 is univariate fitting is based on the total variation penalty methods described in Koenker, Ng and Portnoy (Biometrika, 1994). When z2 is bivariate fitting is based on the total variation penalty (triogram) methods described in Koenker and Mizera (2003), available at http://www.econ.uiuc.edu/~roger/research/goniolatry/gon.html and forthcoming in JRSS(B). There are options to constrain the qss components to be monotone and/or convex/concave for univariate components, and to be convex/concave for biva...

Hi, I was recently plowing through the docs of the quantreg package by Roger Koenker and came across the total variation penalty approach to 1-dimensional spline fitting. I googled around a bit and have found some papers originated in the image processing community, but (apart from Roger's papers) no paper that would discuss its statistical aspects. I have a couple of questions in this