Estimation of general semi-parametric quantile regression

DOI10.1016/J.JSPI.2012.11.005MaRDI QIDQ1937201zbMATH OpenOpenAlexFDO

Authors Yan Fan, Li-Xing Zhu

Publication date 28 February 2013

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.11.005

zbMATH Keywords

quantile regressionsingle-index modeleigenvectorouter-product gradient estimation (OPG)qOPG

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A comparison of local constant and local linear regression quantile estimators
• A single-index quantile regression model and its estimation
• An Adaptive Estimation of Dimension Reduction Space
• Approximation Theorems of Mathematical Statistics
• Bivariate tensor-product \(B\)-splines in a partly linear model
• Consistent nonparametric regression. Discussion
• Design-adaptive Nonparametric Regression
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Linear Quantile Regression
• Local linear regression smoothers and their minimax efficiencies
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonparametric Estimation of an Additive Quantile Regression Model
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On Additive Conditional Quantiles With High-Dimensional Covariates
• On average derivative quantile regression
• Quantile regression in partially linear varying coefficient models
• Quantile regression in varying coefficient models.
• Quantile regression with varying coefficients
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Semi-parametric estimation of partially linear single-index models
• Semiparametric quantile regression with high-dimensional covariates
• Single-index quantile regression

Cited in

(19)

• Estimation and variable selection for a class of quantile regression models with multiple index
• Two step composite quantile regression for single-index models
• Efficient estimation of population quantiles in general semiparametric regression models
• New efficient estimation and variable selection in models with single-index structure
• Semiparametric quantile regression with high-dimensional covariates
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Quantile regression estimation for distortion measurement error data
• A multi-index model for quantile regression with ordinal data
• Semiparametric efficiency for partially linear single-index regression models
• Composite quantile regression for single-index models with asymmetric errors
• A robust and efficient estimation and variable selection method for partially linear single-index models
• Single-index modal regression via outer product gradients
• Robust direction identification and variable selection in high dimensional general single-index models
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Estimation and inference in semiparametric quantile factor models
• Semiparametric estimation of quasi-score
• The adaptive L1-penalized LAD regression for partially linear single-index models
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models

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