Estimation of general semi-parametric quantile regression

DOI10.1016/j.jspi.2012.11.005zbMath1428.62154MaRDI QIDQ1937201

Yan Fan, Li Xing Zhu

Publication date: 28 February 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.11.005

zbMATH Keywords

eigenvector; quantile regression; single-index model; outer-product gradient estimation (OPG); qOPG

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

Statistical inference on asymptotic properties of two estimators for the partially linear single-index models, Quantile regression estimation for distortion measurement error data, Estimation and variable selection for a class of quantile regression models with multiple index, Single-index composite quantile regression with heteroscedasticity and general error distributions, Composite quantile regression for single-index models with asymmetric errors, Robust direction identification and variable selection in high dimensional general single-index models, Semiparametric quantile estimation for varying coefficient partially linear measurement errors models, Two step composite quantile regression for single-index models, A robust and efficient estimation and variable selection method for partially linear single-index models, Semiparametric efficiency for partially linear single-index regression models, Single-index modal regression via outer product gradients, Robust and efficient direction identification for groupwise additive multiple-index models and its applications, New efficient estimation and variable selection in models with single-index structure, The adaptive L1-penalized LAD regression for partially linear single-index models

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