Adaptive quantile regression based on varying-coefficient models

MaRDI QIDQ2858526zbMATH OpenFDO

Authors Yuanyuan Zhang, Man-Lai Tang, Maozai Tian

Publication date 19 November 2013

Published in Chinese Annals of Mathematics. Series A (Search for Journal in Brave)

zbMATH Keywords

adaptive weights smoothingconditional quantilehomogeneity testlocal polynomialvarying-coefficient

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Quantile regression in varying coefficient models.
• Quantile regression with varying coefficients
• Variable selection in high-dimensional quantile varying coefficient models
• Support vector quantile regression with varying coefficients
• Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models

Cited in

(7)

• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Inference for high-dimensional varying-coefficient quantile regression
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
• Support vector quantile regression with varying coefficients
• scientific article; zbMATH DE number 6907900 (Why is no real title available?)
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations

This page was built for publication: Adaptive quantile regression based on varying-coefficient models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2858526)