Estimation and variable selection for quantile partially linear single-index models
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 1423403 (Why is no real title available?)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- A practical guide to splines.
- 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∗
- Estimation and testing for partially linear single-index models
- Estimation and variable selection for generalized additive partial linear models
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Generalized Partially Linear Single-Index Models
- Hedonic housing prices and the demand for clean air
- Identifiability of single-index models and additive-index models
- Inference for single-index quantile regression models with profile optimization
- Local Linear Additive Quantile Regression
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric quantile estimations for dynamic smooth coefficient models
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On average derivative quantile regression
- One-step sparse estimates in nonconcave penalized likelihood models
- Partially linear modeling of conditional quantiles using penalized splines
- Partially linear single index models for repeated measurements
- Penalised spline estimation for generalised partially linear single-index models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Regression Quantiles
- Regularization and Variable Selection Via the Elastic Net
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- Semiparametric Regression
- Single-index quantile regression
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The EFM approach for single-index models
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for partially linear models with measurement errors
- Variable selection in quantile regression
Cited in
(31)- Estimation and testing for varying-coefficient single-index quantile regression models
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- A sparse PAC-Bayesian approach for high-dimensional quantile prediction
- Variable selection for the partial linear single-index model
- Composite quantile regression and variable selection of the partial linear single-index models
- Bi-level structured functional analysis for genome-wide association studies
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- Estimation of partially linear single-index spatial autoregressive model
- Bayesian quantile regression for partially linear single-index model with longitudinal data
- Neural Networks for Partially Linear Quantile Regression
- Estimation and variable selection for proportional response data with partially linear single-index models
- Time-varying quantile single-index model for multivariate responses
- Estimation and variable selection for generalised partially linear single-index models
- Single-index composite quantile regression for ultra-high-dimensional data
- Subgroup effect quantile regression with high dimensional missing panel data
- Quantile regression and variable selection of partial linear single-index model
- Variable selection of single-index quantile regression
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Estimation and testing for partially linear single-index models
- Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
- A single-index quantile regression model and its estimation
- High-dimensional subgroup functional quantile regression with panel and dependent data
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- High-dimensional Varying Index Coefficient Quantile Regression Model
- Quantile regression of partially linear single-index model with missing observations
- Bayesian additive weighted composite quantile regression
- Detection of marginal heteroscedasticity for partial linear single-index models
- Estimation and inference in ultrahigh-dimensional partially linear single-index models
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