Partially linear quantile regression for complex nonlinear component in ultra-high dimension

DOI10.1214/25-EJS2436MaRDI QIDQ6924873zbMATH OpenFDO

Authors Shuoyang Wang

Publication date 26 September 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-2/Partially-linear-quantile-regression-for-complex-nonlinear-component-in-ultra/10.1214/25-EJS2436.full

zbMATH Keywords

deep neural networkshigh-dimensional datapartially linear modelquantile regressionvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Artificial neural networks and deep learning (68T07)

Cites work

• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Calibrating nonconvex penalized regression in ultra-high dimension
• Deep learning for the partially linear Cox model
• Exact convergence rate of bootstrap quantile variance estimator
• High-dimensional causal mediation analysis based on partial linear structural equation models
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• Minimax optimal high-dimensional classification using deep neural networks
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Nonparametric regression using deep neural networks with ReLU activation function
• Partially linear additive quantile regression in ultra-high dimension
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
• Variable selection for partially linear models via learning gradients
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak convergence and empirical processes. With applications to statistics
• Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

This page was built for publication: Partially linear quantile regression for complex nonlinear component in ultra-high dimension

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6924873)