Quantile regression in partially linear varying coefficient models
From MaRDI portal
Publication:1043714
DOI10.1214/09-AOS695zbMath1191.62077arXiv0911.3501OpenAlexW3104631984MaRDI QIDQ1043714
Huixia Judy Wang, Jianhui Zhou, Zhong-yi Zhu
Publication date: 9 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.3501
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)
Related Items
High-Dimensional Spatial Quantile Function-on-Scalar Regression ⋮ Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression ⋮ Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data ⋮ Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data ⋮ Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data ⋮ VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL ⋮ Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Extreme value inference for quantile regression with varying coefficients ⋮ Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Gaussian copula based composite quantile regression in semivarying models with longitudinal data ⋮ Quantile regression for varying coefficient spatial error models ⋮ Estimation for the censored partially linear quantile regression models ⋮ EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION ⋮ Time-varying coefficient model estimation through radial basis functions ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models ⋮ Functional Response Quantile Regression Model ⋮ Variable selection in additive quantile regression using nonconcave penalty ⋮ Latent group detection in functional partially linear regression models ⋮ Statistical inference on restricted partial linear regression models with partial distortion measurement errors ⋮ Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Semiparametric function-on-function quantile regression model with dynamic single-index interactions ⋮ Quantile varying-coefficient structural equation model ⋮ Robust Model Averaging Method Based on LOF Algorithm ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Reprint: Hypothesis testing on high dimensional quantile regression ⋮ Hypothesis testing on high dimensional quantile regression ⋮ Communication-efficient surrogate quantile regression for non-randomly distributed system ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Partially functional linear quantile regression model and variable selection with censoring indicators MAR ⋮ Online renewable smooth quantile regression ⋮ Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm ⋮ Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models ⋮ The Lee-Carter quantile mortality model ⋮ Efficient estimation for time-varying coefficient longitudinal models ⋮ Robust variable selection for the varying coefficient model based on compositeL1–L2regression ⋮ Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models ⋮ Partially linear additive quantile regression in ultra-high dimension ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data ⋮ Robust variable selection in modal varying-coefficient models with longitudinal ⋮ Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data ⋮ ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH ⋮ Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models ⋮ A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model ⋮ Unnamed Item ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Focused Information Criterion and Model Averaging in Quantile Regression ⋮ Shape testing in quantile varying coefficient models with heteroscedastic error ⋮ Quantile Methods for Stochastic Frontier Analysis ⋮ Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes ⋮ Variable selection in quantile varying coefficient models with longitudinal data ⋮ Quantile regression for single-index-coefficient regression models ⋮ An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables ⋮ Quantile regression in heteroscedastic varying coefficient models ⋮ Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components ⋮ Testing linearity in partial functional linear quantile regression model based on regression rank scores ⋮ Inference for single-index quantile regression models with profile optimization ⋮ Local asymptotics for nonparametric quantile regression with regression splines ⋮ Variable selection for additive partial linear quantile regression with missing covariates ⋮ Smoothed partially linear quantile regression with nonignorable missing response ⋮ Composite change point estimation for bent line quantile regression ⋮ Function-on-function partial quantile regression ⋮ Varying-coefficient partially functional linear quantile regression models ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ Estimation and testing for time-varying quantile single-index models with longitudinal data ⋮ Time-varying quantile single-index model for multivariate responses ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Identification and estimation in quantile varying-coefficient models with unknown link function ⋮ Hypothesis testing for regional quantiles ⋮ Estimation and variable selection for quantile partially linear single-index models ⋮ Variable selection in high-dimensional quantile varying coefficient models ⋮ An efficient model-free estimation of multiclass conditional probability ⋮ Estimation and inference for varying coefficient partially nonlinear models ⋮ Variable selection of the quantile varying coefficient regression models ⋮ Asymptotics of nonparametric L-1 regression models with dependent data ⋮ Variable selection in robust semiparametric modeling for longitudinal data ⋮ Quantile regression for additive coefficient models in high dimensions ⋮ Smoothing combined estimating equations in quantile regression for longitudinal data ⋮ Robust estimation for spatial semiparametric varying coefficient partially linear regression ⋮ Estimation of general semi-parametric quantile regression ⋮ Function-on-scalar quantile regression with application to mass spectrometry proteomics data ⋮ Sieve instrumental variable quantile regression estimation of functional coefficient models ⋮ Quantile regression of longitudinal data with informative observation times ⋮ Statistical inference for the functional quadratic quantile regression model ⋮ Nonparametric quantile regression estimation for functional data with responses missing at random ⋮ Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Variable selection of varying coefficient models in quantile regression ⋮ Efficient model selection in semivarying coefficient models ⋮ Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables ⋮ A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty ⋮ Functional partially linear quantile regression model ⋮ P-splines quantile regression estimation in varying coefficient models ⋮ Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection ⋮ Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements ⋮ Estimation in a semi-varying coefficient model for panel data with fixed effects ⋮ Linear quantile regression models for longitudinal experiments: an overview ⋮ Variable selection for spatial semivarying coefficient models ⋮ Effective identification and estimation for the semiparametric measurement error model ⋮ Efficient estimation in the partially linear quantile regression model for longitudinal data ⋮ Quantile regression for robust inference on varying coefficient partially nonlinear models ⋮ Composite quantile estimation in partial functional linear regression model based on polynomial spline ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates ⋮ Functional response regression analysis ⋮ Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity ⋮ Joint semiparametric mean-covariance model in longitudinal study ⋮ Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data ⋮ Variable selection for semiparametric varying coefficient partially linear errors-in-variables models ⋮ Partial functional linear quantile regression ⋮ Robust simultaneous inference for the mean function of functional data ⋮ Quantile regression for thinning-based INAR(1) models of time series of counts ⋮ A quantile correlated random coefficients panel data model ⋮ Quantile index coefficient model with variable selection ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Random Weighting Estimation of Confidence Intervals for Quantiles ⋮ Variable selection for semiparametric varying coefficient partially linear models ⋮ Pursuit of dynamic structure in quantile additive models with longitudinal data ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ The T-type estimate of a class of partially non linear models ⋮ Efficient quantile estimation for functional-coefficient partially linear regression models ⋮ Quantile regression for longitudinal data based on latent Markov subject-specific parameters ⋮ Simultaneous estimation of linear conditional quantiles with penalized splines ⋮ Quantile regression for dynamic partially linear varying coefficient time series models ⋮ Composite quantile regression for varying-coefficient single-index models ⋮ Marginal quantile regression for varying coefficient models with longitudinal data ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Robust and efficient estimating equations for longitudinal data partial linear models and its applications ⋮ Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models ⋮ M-Estimation for partially functional linear regression model based on splines ⋮ Inference for high-dimensional varying-coefficient quantile regression ⋮ High-dimensional quantile varying-coefficient models with dimension reduction ⋮ Biclustering analysis of functionals via penalized fusion ⋮ Adaptively weighted group Lasso for semiparametric quantile regression models ⋮ Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data ⋮ Varying coefficient linear discriminant analysis for dynamic data ⋮ Robust check loss-based inference of semiparametric models and its application in environmental data ⋮ Estimation for the Power-transformed Varying-coefficient Quantile Regression Model ⋮ Modeling tail risks of inflation using unobserved component quantile regressions ⋮ Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies ⋮ Robust adaptive estimation for semivarying coefficient models ⋮ Empirical likelihood for composite quantile regression modeling ⋮ Statistical inference in the partial functional linear expectile regression model ⋮ Single-index quantile regression with left truncated data ⋮ Weighted quantile regression for longitudinal data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Conditional growth charts. (With discussion and rejoinder)
- Quantile regression with varying coefficients
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Quantile regression in varying coefficient models.
- On parameters of increasing dimensions
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Quantile regression for longitudinal data
- Tests of linear hypotheses based on regression rank scores
- Local Linear Quantile Regression
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Detecting Differential Expressions in GeneChip Microarray Studies
- Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
