scientific article

zbMath1253.62032MaRDI QIDQ3145536

Mian Huang, Run-Ze Li, Li-ping Zhu

Publication date: 21 December 2012

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N42/J22N42.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dimension reductionlocal polynomial regressionheteroscedasticitysingle-index modellinearity condition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

WLAD-LASSO method for robust estimation and variable selection in partially linear models, Quantile regression for single-index-coefficient regression models, Weighted composite quantile regression for single-index models, Partially linear modeling of conditional quantiles using penalized splines, Inference for single-index quantile regression models with profile optimization, Time-varying quantile single-index model for multivariate responses, Robust direction identification and variable selection in high dimensional general single-index models, Estimation of general semi-parametric quantile regression, Extreme quantile regression for tail single-index varying-coefficient models, Variable selection in the single-index quantile regression model with high-dimensional covariates, Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm, A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates, New efficient estimation and variable selection in models with single-index structure, Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach, Local Walsh-average-based estimation and variable selection for single-index models, Two step composite quantile regression for single-index models, Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates, Adaptively weighted group Lasso for semiparametric quantile regression models, Empirical likelihood for composite quantile regression modeling, Extreme partial least-squares, Single-index composite quantile regression with heteroscedasticity and general error distributions