High-dimensional Varying Index Coefficient Quantile Regression Model
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Cites work
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- A practical guide to splines.
- An Adaptive Estimation of Dimension Reduction Space
- An analysis of variance test for normality (complete samples)
- Composite quantile regression and variable selection in single-index coefficient model
- Empirical likelihood for single-index varying-coefficient models
- Estimation and variable selection for quantile partially linear single-index models
- Extended Bayesian information criteria for model selection with large model spaces
- scientific article; zbMATH DE number 6388313 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Inference for single-index quantile regression models with profile optimization
- Model structure selection in single-index-coefficient regression models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Parametric modeling of quantile regression coefficient functions
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Quantile index coefficient model with variable selection
- Quantile regression and variable selection of single-index coefficient model
- Quantile regression.
- Rank-based inference for the accelerated failure time model
- Regression Quantiles
- Semiparametric nonlinear regression for detecting gene and environment interactions
- Separation of linear and index covariates in partially linear single-index models
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Statistical estimation in varying coefficient models
- Variable selection using MM algorithms
- Varying index coefficient models
- Vector generalized linear and additive models. With an implementation in R
Cited in
(12)- Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
- Extreme quantile regression for tail single-index varying-coefficient models
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- Robust variable selection for the varying index coefficient models
- High-dimensional varying index coefficient quantile regression model
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Quantile regression of dynamic single index varying coefficient models
- The dynamic interplay of clan culture and socioeconomic factors on fertility: evidence from China
- Quantile Regression and Homogeneity Identification of a Semiparametric Panel Data Model
- Unified inference for longitudinal/functional data quantile dynamic additive models
- Functional index coefficient models for locally stationary time series
- Unified inference for quantile varying coefficient models with longitudinal/functional data
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