Estimation and testing for time-varying quantile single-index models with longitudinal data

DOI10.1016/J.CSDA.2017.08.011zbMATH Open1469.62102OpenAlexW2755123176MaRDI QIDQ1662061FDOQ1662061

Authors: Jianbo Li, Heng Lian, Xuejun Jiang, Xin-Yuan Song 

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.08.011

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zbMATH Keywords

asymptotic normalityquantile regressionB-splinessingle-index modelscheck loss minimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Cites Work

• Semiparametric Regression
• Functional data analysis.
• Regression Quantiles
• Optimal smoothing in single-index models
• Quantile regression.
• Title not available (Why is that?)
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Estimation and testing for partially linear single-index models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Penalized quadratic inference functions for single-index models with longitudinal data
• Single-index quantile regression
• Functional single index models for longitudinal data
• Spline estimation of single-index models
• A Multiple-Index Model and Dimension Reduction
• Estimation for a partial-linear single-index model
• Title not available (Why is that?)
• Quantile regression in partially linear varying coefficient models
• A single-index quantile regression model and its estimation
• The EFM approach for single-index models
• Estimation and variable selection for generalized additive partial linear models
• Inference for single-index quantile regression models with profile optimization
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Conditional growth charts. (With discussion and rejoinder)
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Generalized varying coefficient models with unknown link function
• Estimation in generalised varying-coefficient models with unspecified link functions
• A Gaussian process regression approach to a single-index model
• Time-Varying Additive Models for Longitudinal Data

Cited In (7)

• Smoothed tensor quantile regression estimation for longitudinal data
• Title not available (Why is that?)
• Time-varying quantile single-index model for multivariate responses
• Single-index modal regression via outer product gradients
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Detection of marginal heteroscedasticity for partial linear single-index models

Uses Software

• fda (R)
• SemiPar

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