Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model

DOI10.1080/03610918.2014.992542MaRDI QIDQ2828773zbMATH OpenOpenAlexFDO

Authors C. N. Kuruwita

Publication date 26 October 2016

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

Full work available at URL https://doi.org/10.1080/03610918.2014.992542

zbMATH Keywords

quantile regressionsingle-index modelvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Adaptive penalized quantile regression for high dimensional data
• Identifiability of single-index models and additive-index models
• On average derivative quantile regression
• Regression analysis under link violation
• Regression Quantiles
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Single-index quantile regression
• Sliced inverse regression in reference curves estimation
• The Adaptive Lasso and Its Oracle Properties

Cited in

(6)

• Inference for single-index quantile regression models with profile optimization
• New estimation and inference procedures for a single-index conditional distribution model
• Quantile regression and variable selection for the single-index model
• Quantile regression and variable selection for single-index varying-coefficient models
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Safe Bayes for single index quantile regression estimation and variable selection

Describes a project that uses

Uses Software

• R

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