Estimation and testing for time-varying quantile single-index models with longitudinal data

DOI10.1016/J.CSDA.2017.08.011MaRDI QIDQ1662061zbMATH OpenOpenAlexFDO

Authors Jianbo Li, Heng Lian, Xuejun Jiang, Xin-Yuan Song

Publication date 17 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2017.08.011

zbMATH Keywords

asymptotic normalityquantile regressionB-splinessingle-index modelscheck loss minimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Recommendations

• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• Marginal quantile regression for varying coefficient models with longitudinal data
• Efficient estimation in the partially linear quantile regression model for longitudinal data
• Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
• Semiparametric quantile regression with high-dimensional covariates

Cites work

• scientific article; zbMATH DE number 5190601 (Why is no real title available?)
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 4104198 (Why is no real title available?)
• scientific article; zbMATH DE number 2222296 (Why is no real title available?)
• A Gaussian process regression approach to a single-index model
• A Multiple-Index Model and Dimension Reduction
• A single-index quantile regression model and its estimation
• Conditional growth charts. (With discussion and rejoinder)
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Estimation and testing for partially linear single-index models
• Estimation and variable selection for generalized additive partial linear models
• Estimation for a partial-linear single-index model
• Estimation in generalised varying-coefficient models with unspecified link functions
• Functional data analysis.
• Functional single index models for longitudinal data
• Generalized varying coefficient models with unknown link function
• Inference for single-index quantile regression models with profile optimization
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Penalized quadratic inference functions for single-index models with longitudinal data
• Quantile regression in partially linear varying coefficient models
• Quantile regression.
• Regression Quantiles
• Semiparametric Regression
• Single-index quantile regression
• Spline estimation of single-index models
• The EFM approach for single-index models
• Time-Varying Additive Models for Longitudinal Data

Cited in

(7)

• Smoothed tensor quantile regression estimation for longitudinal data
• scientific article; zbMATH DE number 2222303 (Why is no real title available?)
• Time-varying quantile single-index model for multivariate responses
• Single-index modal regression via outer product gradients
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Detection of marginal heteroscedasticity for partial linear single-index models

Describes a project that uses

Uses Software

• SemiPar
• fda (R)

This page was built for publication: Estimation and testing for time-varying quantile single-index models with longitudinal data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662061)