Single-index quantile regression

DOI10.1016/J.JMVA.2010.02.003zbMATH Open1189.62075OpenAlexW2028828492MaRDI QIDQ117474FDOQ117474

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

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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)

Cites Work

• Regression Quantiles
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• Quantile regression.
• Generalized Partially Linear Single-Index Models
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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric methods in econometrics
• An Effective Bandwidth Selector for Local Least Squares Regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• An Adaptive Estimation of Dimension Reduction Space
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• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• Title not available (Why is that?)
• Quantile smoothing splines
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Local Linear Additive Quantile Regression
• Identifiability of single-index models and additive-index models
• Nonparametric Estimation of an Additive Quantile Regression Model
• Nonparametric estimates of regression quantiles and their local Bahadur representation

Cited In (only showing first 100 items - show all)

• Zero finite-order serial correlation test in a partially linear single-index model
• Estimation for single-index and partially linear single-index integrated models
• Single index quantile regression for heteroscedastic data
• Title not available (Why is that?)
• Penalized LAD Regression for Single-index Models
• GEE analysis for longitudinal single-index quantile regression
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Single-index Thresholding in Quantile Regression
• Robust variable selection in partially varying coefficient single-index model
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Single-index composite quantile regression
• Quantile regression and variable selection for the single-index model
• Quantile regression for single-index-coefficient regression models
• Estimation and variable selection in single-index composite quantile regression
• A robust and efficient estimation method for single index models
• Multivariate partially linear single-index models: Bayesian analysis
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Tail dimension reduction for extreme quantile estimation
• TENET: tail-event driven network risk
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Partially linear modeling of conditional quantiles using penalized splines
• 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
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Variable selection in heteroscedastic single-index quantile regression
• Inference for single-index quantile regression models with profile optimization
• Robust estimation of single index models with responses missing at random
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Local quantile regression
• Title not available (Why is that?)
• M-estimators for single-index model using B-spline
• Central quantile subspace
• Cluster-based least absolute deviation regression for dimension reduction
• Estimation and variable selection for a class of quantile regression models with multiple index
• Quantile index coefficient model with variable selection
• Two step composite quantile regression for single-index models
• Semiparametric quantile regression with high-dimensional covariates
• Estimation of general semi-parametric quantile regression
• Composite quantile regression for single-index models with asymmetric errors
• Semiparametric efficiency for partially linear single-index regression models
• 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
• Time-varying quantile single-index model for multivariate responses
• Estimation and variable selection for quantile partially linear single-index models
• Robust direction identification and variable selection in high dimensional general single-index models
• D-vine copula based quantile regression
• Quantile regression and variable selection of partial linear single-index model
• Variable selection and debiased estimation for single‐index expectile model
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• A single-index quantile regression model and its estimation
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Quantile regression and variable selection of single-index coefficient model
• Single index quantile regression for censored data
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• siqr
• Weighted composite quantile regression for single-index models
• Composite quantile regression for varying-coefficient single-index models
• Extreme Quantile Estimation Based on the Tail Single-index Model
• 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
• Nonlinear dimension reduction for conditional quantiles
• Quantile regression for the single-index coefficient model
• 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
• Bayesian elastic net single index quantile regression
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Quantile regression estimation for distortion measurement error data
• Single-index quantile regression with left truncated data
• Extreme partial least-squares
• Identification and estimation in quantile varying-coefficient models with unknown link function
• 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
• Local Walsh-average-based estimation and variable selection for single-index models
• Jackknife model averaging for quantile single-index coefficient model
• Model-free inference for tail risk measures
• Transformed central quantile subspace
• Estimation of value-at-risk using single index quantile regression
• A short note on fitting a single-index model with massive data
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• Generalized Analysis-of-variance-type Test for the Single-index Quantile Model
• Single-Index Quantile Regression Models for Censored Data
• Single functional index quantile regression under general dependence structure
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Neural Networks for Partially Linear Quantile Regression
• Variable selection in additive quantile regression using nonconcave penalty
• No-Crossing Single-Index Quantile Regression Curve Estimation
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• Econometric modeling of risk measures: a selective review of the recent literature
• An elastic-net penalized expectile regression with applications
• Single-index composite quantile regression for ultra-high-dimensional data
• Single-index composite quantile regression for massive data
• Quantiles based personalized treatment selection for multivariate outcomes and multiple treatments
• Quantile regression of dynamic single index varying coefficient models
• Efficient estimation in single index models through smoothing splines
• New estimation for heteroscedastic single-index measurement error models
• Change-point detection for the link function in a single-index model

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