Quantile regression for single-index-coefficient regression models (Q273760)

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Language	Label	Description	Also known as
English	Quantile regression for single-index-coefficient regression models	scientific article

Statements

scholarly article

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Quantile regression for single-index-coefficient regression models (English)

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Statistics \& Probability Letters

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publication date

22 April 2016

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zbMATH Keywords

single-index-coefficient regression model

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quantile regression

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adaptive Lasso

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spl.2015.09.022

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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On almost linearity of low dimensional projections from high dimensional data

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Quantile regression in varying coefficient models.

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Bayesian quantile regression for single-index models

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Model structure selection in single-index-coefficient regression models

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Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates

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Two step composite quantile regression for single-index models

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Single-index composite quantile regression

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Limiting distributions for \(L_1\) regression estimators under general conditions

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Regression Quantiles

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A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION

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Sliced Inverse Regression for Dimension Reduction

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Estimation and testing for partially linear single-index models

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Identifiability of single-index models and additive-index models

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Quantile regression and variable selection for the single-index model

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Quantile regression and variable selection of partial linear single-index model

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An Effective Bandwidth Selector for Local Least Squares Regression

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Variable selection in quantile varying coefficient models with longitudinal data

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The \(L_1\) penalized LAD estimator for high dimensional linear regression

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Quantile regression in partially linear varying coefficient models

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Single-index quantile regression

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On Single-Index Coefficient Regression Models

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On the identifiability of additive index models

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Efficient quantile estimation for functional-coefficient partially linear regression models

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The Adaptive Lasso and Its Oracle Properties

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On the ``degrees of freedom'' of the lasso

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Identifiers

zbMATH Open document ID

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10.1016/j.spl.2015.09.022

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:273760

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