Estimation and variable selection in single-index composite quantile regression

DOI10.1080/03610918.2016.1222424MaRDI QIDQ4607357zbMATH OpenOpenAlexFDO

Authors Huilan Liu, Hu Yang

Publication date 13 March 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1222424

zbMATH Keywords

adaptive Lassocomposite quantile regressionoptimal weightssingle-index modelvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• B spline variable selection for the single index models
• Composite quantile regression and the oracle model selection theory
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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• On average derivative quantile regression
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Penalized least squares for single index models
• Penalized weighted composite quantile estimators with missing covariates
• Quantile regression and variable selection for the single-index model
• Regression Quantiles
• SCAD-penalized regression in high-dimensional partially linear models
• Single-index composite quantile regression
• Single-index quantile regression
• Sliced Inverse Regression for Dimension Reduction
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak and strong uniform consistency of kernel regression estimates
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(24)

• Two step composite quantile regression for single-index models
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
• Weighted composite quantile regression for single index model with missing covariates at random
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Weighted composite quantile regression for single-index models
• Composite quantile regression for varying-coefficient single-index models
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• Composite quantile regression and variable selection in single-index coefficient model
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Single-index composite quantile regression
• Composite estimation for single-index models with responses subject to detection limits
• Composite quantile regression and variable selection of the partial linear single-index models
• Composite quasi-likelihood for single-index models with massive datasets
• Variable selection in heteroscedastic single-index quantile regression
• Quantile regression and variable selection for the single-index model
• Improved composite quantile regression and variable selection with nonignorable dropouts
• Variable selection via composite quantile regression with dependent errors
• Variable selection and debiased estimation for single‐index expectile model
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• Estimation and variable selection for single-index models with non ignorable missing data
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Composite quantile regression for single-index models with asymmetric errors

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