Single-index quantile regression

DOI10.1016/J.JMVA.2010.02.003MaRDI QIDQ117474zbMATH OpenOpenAlexFDO

Authors Tracy Z. Wu, Keming Yu, Yan Yu, Tracy Zhou Wu, Yan Yu, Keming Yu

Publication date August 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://bura.brunel.ac.uk/handle/2438/8975

zbMATH Keywords

dimension reductionsemiparametric modelBoston housing dataconditional quantilelocal polynomial smoothingnonparametric model

Mathematics Subject Classification ID

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

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Cited in

(only showing first 100 items - show all)

• Oracally efficient estimation for single-index link function with simultaneous confidence band
• A single-index quantile regression model and its estimation
• Single-index modal regression via outer product gradients
• Single index quantile regression for censored data
• Quantile regression and variable selection of single-index coefficient model
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Weighted composite quantile regression for single-index models
• Penalized LAD regression for single-index models
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Composite quantile regression for varying-coefficient single-index models
• Distributional (Single) Index Models
• Extreme Quantile Estimation Based on the Tail Single-index Model
• The single-index support vector regression model to address the problem of high dimensionality
• Quantile regression of partially linear single-index model with missing observations
• Weighted composite quantile regression for single index model with missing covariates at random
• Quantile regression approach to conditional mode estimation
• Bayesian analysis in single-index quantile regression with missing observation
• Large-sample estimation and inference in multivariate single-index models
• Model checking for parametric single-index quantile models
• Estimation and inference procedures for semiparametric distribution models with varying linear-index
• Polynomial spline estimation of panel count data model with an unknown link function
• Multiple-output quantile regression neural network
• Quantile regression for the single-index coefficient model
• Single-Index-Based CoVaR With Very High-Dimensional Covariates
• Nonlinear dimension reduction for conditional quantiles
• Zero finite-order serial correlation test in a partially linear single-index model
• Bayesian single-index quantile regression for ordinal data
• 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
• Nonparametric modal regression with mixed variables and application to analyze the GDP data
• Single index quantile regression for heteroscedastic data
• Estimation for single-index and partially linear single-index integrated models
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• GEE analysis for longitudinal single-index quantile regression
• Bayesian elastic net single index quantile regression
• Robust variable selection in partially varying coefficient single-index model
• Single-index composite quantile regression
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Single-index Thresholding in Quantile Regression
• Single-index quantile regression with left truncated data
• Extreme partial least-squares
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Quantile regression for single-index-coefficient regression models
• Quantile regression estimation for distortion measurement error data
• Quantile regression and variable selection for the single-index model
• Identification and estimation in quantile varying-coefficient models with unknown link function
• A robust and efficient estimation method for single index models
• Estimation and variable selection in single-index composite quantile regression
• Generalized expectile regression with flexible response function
• Generalized analysis-of-variance-type test for the single-index quantile model
• Multivariate partially linear single-index models: Bayesian analysis
• Single-index copulas
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Robust estimation and selection for single-index regression model
• TENET: tail-event driven network risk
• Tail dimension reduction for extreme quantile estimation
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Partially linear modeling of conditional quantiles using penalized splines
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Local Walsh-average-based estimation and variable selection for single-index models
• A multi-index model for quantile regression with ordinal data
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
• Composite quantile regression and variable selection in single-index coefficient model
• Bayesian quantile regression for single-index models
• Inference for single-index quantile regression models with profile optimization
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Robust estimation of single index models with responses missing at random
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Variable selection in heteroscedastic single-index quantile regression
• Local quantile regression
• M-estimators for single-index model using B-spline
• Model-free inference for tail risk measures
• Jackknife model averaging for quantile single-index coefficient model
• Transformed central quantile subspace
• Central quantile subspace
• scientific article; zbMATH DE number 7306908 (Why is no real title available?)
• Estimation of value-at-risk using single index quantile regression
• Functional single-index quantile regression models
• Cluster-based least absolute deviation regression for dimension reduction
• Quantile index coefficient model with variable selection
• Nonparametric weighted average quantile derivative
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• Estimation and variable selection for a class of quantile regression models with multiple index
• A short note on fitting a single-index model with massive data
• Two step composite quantile regression for single-index models
• Semiparametric quantile regression with high-dimensional covariates
• Single functional index quantile regression under general dependence structure
• Estimation of general semi-parametric quantile regression
• Single-Index Quantile Regression Models for Censored Data
• Composite quantile regression for single-index models with asymmetric errors
• Semiparametric efficiency for partially linear single-index regression models
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• siqr
• Variable selection in additive quantile regression using nonconcave penalty
• Neural Networks for Partially Linear Quantile Regression
• A robust and efficient estimation and variable selection method for partially linear single-index models
• Estimation and testing for time-varying quantile single-index models with longitudinal data

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