Composite quantile regression for varying-coefficient single-index models

DOI10.1080/03610926.2014.894069zbMath1342.62059OpenAlexW2341908526MaRDI QIDQ2815983

Yan Fan, Man-Lai Tang, Mao-Zai Tian

Publication date: 30 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.894069

zbMATH Keywords

dimension reductionquantile regressioncomposite quantile regressionsingle-index varying-coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (4)

Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Extreme quantile regression for tail single-index varying-coefficient models ⋮ Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm

Cites Work

• Single-index quantile regression
• Variable selection for single-index varying-coefficient model
• Single-index composite quantile regression
• Statistical inference in partially-varying-coefficient single-index model
• Statistical methods with varying coefficient models
• Statistical inference for a single-index varying-coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Composite quantile regression and the oracle model selection theory
• Quantile regression with varying coefficients
• Quantile regression in partially linear varying coefficient models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Statistical estimation in varying coefficient models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Direct estimation of the index coefficient in a single-index model
• Testing for the parametric parts in a single-index varying-coefficient model
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An Adaptive Estimation of Dimension Reduction Space
• Adaptive Varying-Coefficient Linear Models
• Semiparametric Estimation of Index Coefficients

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