Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models

DOI10.1080/02331888.2017.1314482zbMath1440.62140OpenAlexW2606519444MaRDI QIDQ4600806

Hu Yang, Jing Yang, Fang Lu

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1314482

zbMATH Keywords

robustnessquantile regressionvariable selectionoracle propertypartially linear varying-coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

A weighted quantile regression for nonlinear models with randomly censored data ⋮ Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Bayesian empirical likelihood of quantile regression with missing observations ⋮ Quantile regression for large-scale data via sparse exponential transform method ⋮ Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

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