Estimation and variable selection for quantile partially linear single-index models

DOI10.1016/J.JMVA.2017.09.006MaRDI QIDQ1679574zbMATH OpenOpenAlexFDO

Authors Yuankun Zhang, Heng Lian, Yan Yu

Publication date 9 November 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2017.09.006

zbMATH Keywords

asymptoticsSCADquantile regressionpolynomial splinesoracle propertiescheck loss minimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

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• Generalized Partially Linear Single-Index Models
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Cited in

(23)

• Bi-level structured functional analysis for genome-wide association studies
• Estimation and variable selection for generalised partially linear single-index models
• Estimation and testing for partially linear single-index models
• Estimation of partially linear single-index spatial autoregressive model
• Single-index composite quantile regression for ultra-high-dimensional data
• Estimation and variable selection for proportional response data with partially linear single-index models
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Time-varying quantile single-index model for multivariate responses
• scientific article; zbMATH DE number 7306908 (Why is no real title available?)
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Detection of marginal heteroscedasticity for partial linear single-index models
• A single-index quantile regression model and its estimation
• Composite quantile regression and variable selection of the partial linear single-index models
• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
• Variable selection of single-index quantile regression
• Quantile regression and variable selection of partial linear single-index model
• Neural Networks for Partially Linear Quantile Regression
• Quantile regression of partially linear single-index model with missing observations
• Variable selection for the partial linear single-index model
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions

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• SemiPar

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