A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction

DOI10.1016/J.CSDA.2018.05.021zbMATH Open1469.62180OpenAlexW2805559090WikidataQ129710920 ScholiaQ129710920MaRDI QIDQ1663132FDOQ1663132

Weihua Zhao, Heng Lian, Xuejun Jiang

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.2018.05.021

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zbMATH Keywords

asymptotic normalityvariable selectionvarying-coefficient modelB-splinescheck loss function

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)

Cites Work

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Cited In (7)

• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Principal single-index varying-coefficient models for dimension reduction in quantile regression
• Principal varying coefficient estimator for high-dimensional models
• High-dimensional quantile varying-coefficient models with dimension reduction
• A robust varying coefficient approach to fuzzy multiple regression model
• Markov switching quantile regression models with time-varying transition probabilities
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction

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