Time-varying quantile single-index model for multivariate responses

DOI10.1016/J.CSDA.2018.05.006MaRDI QIDQ1663105zbMATH OpenOpenAlexWikidataFDO

Authors Weihua Zhao, Yan Zhou, Heng Lian

Publication date 21 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.2018.05.006

zbMATH Keywords

quantile regressionB-splinessingle-index modelmultiple responses

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(2)

• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Factorisable multitask quantile regression

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