Composite quantile regression and variable selection in single-index coefficient model

DOI10.1016/J.JSPI.2016.04.003MaRDI QIDQ286468zbMATHOpenAlexFDO

Authors Riquan Zhang, Yazhao Lv, Weihua Zhao, Jicai Liu

Publication date 20 May 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.04.003

zbMATH Keywords

asymptotic normalityvariable selectionasymptotic relative efficiencycomposite quantile regressionadaptive LASSOsingle index coefficient model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Estimation and variable selection in single-index composite quantile regression
• Composite quantile regression and variable selection of the partial linear single-index models
• Composite quantile regression for varying-coefficient single-index models
• Quantile regression and variable selection of single-index coefficient model
• Quantile regression and variable selection for single-index varying-coefficient models
• Quantile regression and variable selection for the single-index model
• Single-index composite quantile regression
• Quantile index coefficient model with variable selection
• Quantile regression and variable selection of partial linear single-index model
• Variable selection of single-index quantile regression

Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Adaptive Varying-Coefficient Linear Models
• Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory
• An Adaptive Estimation of Dimension Reduction Space
• Composite quantile regression and the oracle model selection theory
• Generalized likelihood ratio statistics and Wilks phenomenon
• Limiting distributions for \(L_1\) regression estimators under general conditions
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On extended partially linear single-index models
• On the asymptotics of constrained \(M\)-estimation
• Optimal smoothing in single-index models
• Quantile regression and variable selection for the single-index model
• Quantile regression in varying coefficient models.
• Quantile regression with varying coefficients
• Regression Quantiles
• Single-index composite quantile regression
• Single-index quantile regression
• Testing for the parametric parts in a single-index varying-coefficient model
• The Adaptive Lasso and Its Oracle Properties
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(21)

• Composite quantile regression for varying-coefficient single-index models
• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
• Two step composite quantile regression for single-index models
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Weighted composite quantile regression for partially linear varying coefficient models
• Single-index composite quantile regression for ultra-high-dimensional data
• Computation and application of robust data-driven bandwidth selection for gradient function estimation
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Estimation and variable selection in single-index composite quantile regression
• Composite smoothed quantile regression
• Quantile regression and variable selection of single-index coefficient model
• Single-index composite quantile regression
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
• Variable selection via composite quantile regression with dependent errors
• Composite quantile regression and variable selection of the partial linear single-index models
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
• B-spline estimation for partially linear varying coefficient composite quantile regression models
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Composite quantile regression and the oracle model selection theory
• An effective method to reduce the computational complexity of composite quantile regression

This page was built for publication: Composite quantile regression and variable selection in single-index coefficient model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q286468)