Envelope quantile regression
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Cites work
- A Bayesian approach for envelope models
- A Lack-of-Fit Test for Quantile Regression
- A note on fast envelope estimation
- A Simplex Method for Function Minimization
- Additive models for quantile regression: model selection and confidence bands
- An interior point algorithm for nonlinear quantile regression
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- Asymptotic Statistics
- Asymptotic Theory of Overparameterized Structural Models
- Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
- Bayesian empirical likelihood for quantile regression
- Censored Regression Quantiles
- Computational issues for quantile regression
- Conditional empirical likelihood estimation and inference for quantile regression models
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelope-based sparse partial least squares
- Envelopes and Partial Least Squares Regression
- Envelopes and reduced-rank regression
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Extremal quantile regression
- Foundations for envelope models and methods
- Handbook of quantile regression
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 47995 (Why is no real title available?)
- scientific article; zbMATH DE number 88840 (Why is no real title available?)
- Inner envelopes: efficient estimation in multivariate linear regression
- Large Sample Properties of Generalized Method of Moments Estimators
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Locally weighted censored quantile regression
- Matrix Variate Regressions and Envelope Models
- New parsimonious multivariate spatial model: spatial envelope
- On parameters of increasing dimensions
- Partial envelopes for efficient estimation in multivariate linear regression
- Period Analysis of Variable Stars by Robust Smoothing
- Quantile regression.
- Regression Quantiles
- Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Survival Analysis With Quantile Regression Models
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Weak convergence and empirical processes. With applications to statistics
- Wild bootstrap for quantile regression
Cited in
(15)- A slice of multivariate dimension reduction
- Efficient estimation in expectile regression using envelope models
- Quantile Martingale Difference Divergence for Dimension Reduction
- A Bayesian Approach to Envelope Quantile Regression
- Envelopes for censored quantile regression
- Envelope Model for Function-on-Function Linear Regression
- Envelopes and principal component regression
- A Comprehensive Bayesian Framework for Envelope Models
- Envelope inverse regression for dimension reduction: a review and new perspectives
- Instrumental variable envelope models for endogenous multivariate regression
- Partial Quantile Tensor Regression
- Enhanced Response Envelope via Envelope Regularization
- Estimating functional quantile regression through an eigen-sparse envelope model
- Envelope-guided regularization for improved prediction in high-dimensional multivariate regression
- On the foundational arguments of sufficient dimension reduction
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