Composite quantile regression and variable selection of the partial linear single-index models

DOI10.1360/012014-52MaRDI QIDQ5017909zbMATH OpenOpenAlexFDO

Authors Ya-zhao Lü, Riquan Zhang, Weihua Zhao, Jicai Liu

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012014-52

zbMATH Keywords

partial linear modelcomposite quantile regressionsingle-indexasymptotic normal

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(16)

• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• Estimation and variable selection in single-index composite quantile regression
• Composite quantile regression and variable selection in single-index coefficient model
• Variable selection via composite quantile regression with dependent errors
• Estimation and variable selection for a class of quantile regression models with multiple index
• Two step composite quantile regression for single-index models
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Improved composite quantile regression and variable selection with nonignorable dropouts
• Quantile regression and variable selection of partial linear single-index model
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• A novel composite quantile regression estimation for the partial linear variable coefficient models
• Variable selection of the spatial autoregressive quantile model with fixed effects
• Research and application of partial linear single index composite quantile regression based on Bayesian
• Weighted composite quantile regression for partially linear varying coefficient models
• Composite quantile regression and the oracle model selection theory
• Shrinkage estimation for identification of linear components in composite quantile additive models

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