Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
DOI10.1214/17-BJPS357zbMATH Open1398.62101WikidataQ129713602 ScholiaQ129713602MaRDI QIDQ1668053FDOQ1668053
Xia Cui, Yan Zhou, Wangli Xu, Jun Zhang
Publication date: 31 August 2018
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1528444875
Recommendations
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Generalized varying coefficient partially linear measurement errors models
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
- Generalized profile LSE in varying-coefficient partially linear models with measurement errors
quantile regressionvarying coefficient modelserrors-in-variablescomposite quantile regressionancillary variables
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Approximation Theorems of Mathematical Statistics
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generalized Partially Linear Single-Index Models
- Title not available (Why is that?)
- Measurement Error in Nonlinear Models
- Data. A collection of problems from many fields for the student and research worker
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Title not available (Why is that?)
- Root-N-Consistent Semiparametric Regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Adaptive Estimation of Dimension Reduction Space
- Title not available (Why is that?)
- Convergence of stochastic processes
- Corrected-loss estimation for quantile regression with covariate measurement errors
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Variable selection in semiparametric regression modeling
- Title not available (Why is that?)
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Shrinkage Estimation of the Varying Coefficient Model
- Statistical methods with varying coefficient models
- Composite quantile regression and the oracle model selection theory
- Weak and strong uniform consistency of kernel regression estimates
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Two step composite quantile regression for single-index models
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Estimation of general semi-parametric quantile regression
- Weighted local linear composite quantile estimation for the case of general error distributions
- Title not available (Why is that?)
- Quantile regression in partially linear varying coefficient models
- Local Rank Inference for Varying Coefficient Models
- Variable selection and estimation in high-dimensional varying-coefficient models
- Title not available (Why is that?)
- Efficient estimation for semivarying-coefficient models
- Local polynomial fitting in semivarying coefficient model
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Bayesian quantile regression for single-index models
- Quantile Regression With Measurement Error
- Partially linear varying coefficient models with missing at random responses
- A profile-type smoothed score function for a varying coefficient partially linear model
- Local Walsh-average regression for semiparametric varying-coefficient models
- Title not available (Why is that?)
- Local Walsh-average regression
- Multivariate varying coefficient model for functional responses
- Semi-varying coefficient models with a diverging number of components
- Testing cointegration relationship in a semiparametric varying coefficient model
- Varying coefficient model for modeling diffusion tensors along white matter tracts
- On nonlinear regression estimator with denoised variables
Cited In (5)
- Title not available (Why is that?)
- Linear regression models with multiplicative distortions under new identifiability conditions
- Varying Coefficients Model with Measurement Error
- A robust partial least squares approach for function-on-function regression
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
This page was built for publication: Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1668053)