Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach

DOI10.1007/S10463-017-0599-8zbMATH Open1401.62069OpenAlexW2588761701MaRDI QIDQ1753971FDOQ1753971

Authors: Weihua Zhao, Jianbo Li, Heng Lian 

Publication date: 29 May 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0599-8

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zbMATH Keywords

asymptotic normalityempirical processessingle-index modeladaptive varying-coefficient linear quantile modelbias-corrected estimating equationscheck loss

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cited In (1)

• High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure

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