Single-index quantile regression

DOI10.1016/J.JMVA.2010.02.003MaRDI QIDQ117474zbMATHOpenAlexFDO

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)

• Composite quantile regression for varying-coefficient single-index models
• A robust and efficient estimation method for single index models
• Estimation and variable selection for a class of quantile regression models with multiple index
• Variable selection in heteroscedastic single-index quantile regression
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Two step composite quantile regression for single-index models
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Quantile regression for single-index-coefficient regression models
• Variable selection and debiased estimation for single‐index expectile model
• Estimation and testing for time-varying quantile single-index models with longitudinal data
• Semiparametric quantile regression with high-dimensional covariates
• Zero finite-order serial correlation test in a partially linear single-index model
• Time-varying quantile single-index model for multivariate responses
• Large-sample estimation and inference in multivariate single-index models
• Inference for single-index quantile regression models with profile optimization
• Robust estimation of single index models with responses missing at random
• Tail dimension reduction for extreme quantile estimation
• Composite quantile regression and variable selection in single-index coefficient model
• TENET: tail-event driven network risk
• Single index quantile regression for heteroscedastic data
• Estimation and variable selection in single-index composite quantile regression
• scientific article; zbMATH DE number 7306908 (Why is no real title available?)
• Extreme Quantile Estimation Based on the Tail Single-index Model
• Quantile regression and variable selection of single-index coefficient model
• Estimation and variable selection for quantile partially linear single-index models
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Single index quantile regression for censored data
• Regularized quantile regression and robust feature screening for single index models
• A multi-index model for quantile regression with ordinal data
• Quantile index coefficient model with variable selection
• Estimation for single-index and partially linear single-index integrated models
• Weighted composite quantile regression for single-index models
• M-estimators for single-index model using B-spline
• Single-index composite quantile regression
• Semiparametric efficiency for partially linear single-index regression models
• Composite quantile regression for single-index models with asymmetric errors
• Penalized LAD regression for single-index models
• Single-index copulas
• D-vine copula based quantile regression
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Partially linear modeling of conditional quantiles using penalized splines
• Quantile regression and variable selection for the single-index model
• Bayesian quantile regression for single-index models
• A single-index quantile regression model and its estimation
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Nonlinear dimension reduction for conditional quantiles
• Weighted composite quantile regression for single index model with missing covariates at random
• Single-index Thresholding in Quantile Regression
• Variable selection of single-index quantile regression
• Robust variable selection in partially varying coefficient single-index model
• Central quantile subspace
• Quantile regression and variable selection of partial linear single-index model
• Local quantile regression
• A robust and efficient estimation and variable selection method for partially linear single-index models
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Quantile regression approach to conditional mode estimation
• siqr
• Robust direction identification and variable selection in high dimensional general single-index models
• Quantile regression for the single-index coefficient model
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• GEE analysis for longitudinal single-index quantile regression
• Functional single-index quantile regression models
• Quantile regression of partially linear single-index model with missing observations
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Cluster-based least absolute deviation regression for dimension reduction
• 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
• Estimation of general semi-parametric quantile regression
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Change-point detection for the link function in a single-index model
• Model-free inference for tail risk measures
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• A short note on fitting a single-index model with massive data
• Identification and estimation in quantile varying-coefficient models with unknown link function
• Estimation and inference for non-crossing multiple-index quantile regression
• An elastic-net penalized expectile regression with applications
• Transformed central quantile subspace
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Single-index composite quantile regression for ultra-high-dimensional data
• Multivariate partially linear single-index models: Bayesian analysis
• Nonparametric modal regression with mixed variables and application to analyze the GDP data
• Generalized expectile regression with flexible response function
• 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
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
• Single-Index Quantile Regression Models for Censored Data
• Multiple-output quantile regression neural network
• Single functional index quantile regression under general dependence structure
• Bayesian analysis in single-index quantile regression with missing observation
• Efficient estimation in single index models through smoothing splines
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• The single-index support vector regression model to address the problem of high dimensionality
• Quantile regression estimation for distortion measurement error data
• Composite quasi-likelihood for single-index models with massive datasets
• Estimation of value-at-risk using single index quantile regression
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• Variable selection in additive quantile regression using nonconcave penalty
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations

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