Recommendations
Cites work
- A comparison of local constant and local linear regression quantile estimators
- A Fully Automated Bandwidth Selection Method for Fitting Additive Models
- An Adaptive Estimation of Dimension Reduction Space
- An Effective Bandwidth Selector for Local Least Squares Regression
- Consistent nonparametric regression. Discussion
- Generalized Partially Linear Single-Index Models
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- Identifiability of single-index models and additive-index models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Local Linear Additive Quantile Regression
- Local Linear Quantile Regression
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric Estimation of an Additive Quantile Regression Model
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On average derivative quantile regression
- Optimal smoothing in single-index models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Quantile regression.
- Quantile smoothing splines
- Regression Quantiles
- Semi-parametric estimation of partially linear single-index models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Semiparametric methods in econometrics
Cited in
(only showing first 100 items - show all)- D-vine copula based quantile regression
- siqr
- Testing structural change in partially linear single-index models with error-prone linear covariates
- Partially linear modeling of conditional quantiles using penalized splines
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- Estimation and variable selection for quantile partially linear single-index models
- Single-index copulas
- Tail dimension reduction for extreme quantile estimation
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Two step composite quantile regression for single-index models
- Estimation of general semi-parametric quantile regression
- Local Walsh-average-based estimation and variable selection for single-index models
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Robust estimation of single index models with responses missing at random
- Single-index quantile regression with left truncated data
- Extreme partial least-squares
- Single-index composite quantile regression for ultra-high-dimensional data
- Single index quantile regression for censored data
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Functional single-index quantile regression models
- Single-index composite quantile regression for massive data
- Semiparametric efficiency for partially linear single-index regression models
- Weighted composite quantile regression for single index model with missing covariates at random
- Single-index modal regression via outer product gradients
- Efficient estimation in single index models through smoothing splines
- Central quantile subspace
- Econometric modeling of risk measures: a selective review of the recent literature
- Cluster-based least absolute deviation regression for dimension reduction
- Quantile regression approach to conditional mode estimation
- Estimating the conditional single-index error distribution with a partial linear mean regression
- Quantile regression and variable selection of partial linear single-index model
- GEE analysis for longitudinal single-index quantile regression
- Quantile regression and variable selection of single-index coefficient model
- Large-sample estimation and inference in multivariate single-index models
- Local quantile regression
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Robust variable selection in partially varying coefficient single-index model
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Change-point detection for the link function in a single-index model
- Nonlinear dimension reduction for conditional quantiles
- Quantile regression for single-index-coefficient regression models
- Weighted composite quantile regression for single-index models
- Model-free inference for tail risk measures
- Generalized analysis-of-variance-type test for the single-index quantile model
- TENET: tail-event driven network risk
- Composite quantile regression for varying-coefficient single-index models
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- Penalized LAD regression for single-index models
- Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
- Composite quantile regression and variable selection in single-index coefficient model
- A single-index quantile regression model and its estimation
- Inference for single-index quantile regression models with profile optimization
- Multivariate partially linear single-index models: Bayesian analysis
- scientific article; zbMATH DE number 6390862 (Why is no real title available?)
- Variable selection in additive quantile regression using nonconcave penalty
- Statistical estimation in partially linear single-index models with error-prone linear covariates
- Semiparametric quantile regression with high-dimensional covariates
- Sufficient dimension reduction for conditional quantiles with alternative types of data
- Variable selection of single-index quantile regression
- Regularized quantile regression and robust feature screening for single index models
- A robust and efficient estimation method for single index models
- Zero finite-order serial correlation test in a partially linear single-index model
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
- Single-index composite quantile regression
- Estimation and variable selection in single-index composite quantile regression
- M-estimators for single-index model using B-spline
- scientific article; zbMATH DE number 850146 (Why is no real title available?)
- Oracally efficient estimation for single-index link function with simultaneous confidence band
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Single functional index quantile regression under general dependence structure
- Quantile regression of partially linear single-index model with missing observations
- Transformed central quantile subspace
- New estimation for heteroscedastic single-index measurement error models
- Quantile regression estimation for distortion measurement error data
- Estimation of value-at-risk using single index quantile regression
- Composite quasi-likelihood for single-index models with massive datasets
- Estimation and inference for non-crossing multiple-index quantile regression
- Extreme Quantile Estimation Based on the Tail Single-index Model
- Variable selection in heteroscedastic single-index quantile regression
- Estimation and variable selection for a class of quantile regression models with multiple index
- Nonparametric weighted average quantile derivative
- The single-index support vector regression model to address the problem of high dimensionality
- Bayesian single-index quantile regression for ordinal data
- Robust estimation and selection for single-index regression model
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
- Quantile regression and variable selection for the single-index model
- A multi-index model for quantile regression with ordinal data
- Bayesian elastic net single index quantile regression
- Ultra-high dimensional single-index quantile regression
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Quantile regression for the single-index coefficient model
- Estimation and inference procedures for semiparametric distribution models with varying linear-index
- An elastic-net penalized expectile regression with applications
- Single-Index Quantile Regression Models for Censored Data
- A short note on fitting a single-index model with massive data
- Estimation for single-index and partially linear single-index integrated models
This page was built for publication: Single-index quantile regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q117474)
