Single-index Thresholding in Quantile Regression

DOI10.1080/01621459.2021.1915319zbMath1515.62054OpenAlexW3156980277MaRDI QIDQ6110735

Zhong-yi Zhu, Ying-ying Zhang, Huixia Judy Wang

Publication date: 6 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Single-index_thresholding_in_quantile_regression/14447872

zbMATH Keywords

subgroupheterogeneitythreshold regressionquantile processsmoothed estimatormixed-bootstrap

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (1)

A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate

Cites Work

• Unnamed Item
• Unnamed Item
• A smoothed least squares estimator for threshold regression models
• Instrumental quantile regression inference for structural and treatment effect models
• Variance estimation in censored quantile regression via induced smoothing
• Adaptive estimation of the threshold point in threshold regression
• Empirical likelihood for quantile regression models with longitudinal data
• Likelihood estimation and inference in threshold regression
• Testing linearity against threshold effects: uniform inference in quantile regression
• Rank regression for analysis of clustered data: a natural induced smoothing approach
• Censored regression quantiles
• An interior point algorithm for nonlinear quantile regression
• Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
• Nonparametric estimation and inference on conditional quantile processes
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Composite change point estimation for bent line quantile regression
• Are CEOs Rewarded for Luck? The Ones Without Principals Are
• Corrected-loss estimation for quantile regression with covariate measurement errors
• Quantile Regression on Quantile Ranges - A Threshold Approach
• Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass
• THE BOOTSTRAP IN THRESHOLD REGRESSION
• Testing for change points due to a covariate threshold in quantile regression
• Quantile self-exciting threshold autoregressive time series models
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Regression Quantiles
• Sample Splitting and Threshold Estimation
• Quantile-Optimal Treatment Regimes
• A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
• A Robust Method for Estimating Optimal Treatment Regimes
• Threshold quantile autoregressive models
• Testing for Threshold Effects in Regression Models
• Forecasting for quantile self-exciting threshold autoregressive time series models
• Standard errors and covariance matrices for smoothed rank estimators
• Inference for Subgroup Analysis With a Structured Logistic-Normal Mixture Model
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Inference on the Quantile Regression Process
• Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
• Common threshold in quantile regressions with an application to pricing for reputation

This page was built for publication: Single-index Thresholding in Quantile Regression