Single index quantile regression for heteroscedastic data
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Publication:739594
DOI10.1016/j.jmva.2016.05.010zbMath1346.62058OpenAlexW2408774189MaRDI QIDQ739594
Eliana Christou, Michael G. Akritas
Publication date: 18 August 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.010
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)
Related Items (16)
A short note on fitting a single-index model with massive data ⋮ Estimation of value-at-risk using single index quantile regression ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Variable selection in heteroscedastic single-index quantile regression ⋮ Time-varying quantile single-index model for multivariate responses ⋮ Single index quantile regression for censored data ⋮ Nonlinear dimension reduction for conditional quantiles ⋮ Bayesian analysis in single-index quantile regression with missing observation ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Single-index composite quantile regression for massive data ⋮ Robust dimension reduction using sliced inverse median regression ⋮ Central quantile subspace ⋮ Sufficient dimension reduction for conditional quantiles with alternative types of data ⋮ Testing for additivity in nonparametric heteroscedastic regression models ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Transformed central quantile subspace
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