Estimation of general semi-parametric quantile regression

DOI10.1016/j.jspi.2012.11.005zbMath1428.62154OpenAlexW1976462453MaRDI QIDQ1937201

Yan Fan, Li Xing Zhu

Publication date: 28 February 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.11.005

zbMATH Keywords

eigenvectorquantile regressionsingle-index modelouter-product gradient estimation (OPG)qOPG

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

Quantile regression estimation for distortion measurement error data ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Robust and efficient direction identification for groupwise additive multiple-index models and its applications ⋮ Estimation and variable selection for a class of quantile regression models with multiple index ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ New efficient estimation and variable selection in models with single-index structure ⋮ The adaptive L1-penalized LAD regression for partially linear single-index models ⋮ Semiparametric efficiency for partially linear single-index regression models ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ Single-index modal regression via outer product gradients ⋮ Composite quantile regression for single-index models with asymmetric errors ⋮ Two step composite quantile regression for single-index models ⋮ Single-index composite quantile regression with heteroscedasticity and general error distributions

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