Estimation of general semi-parametric quantile regression
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Publication:1937201
DOI10.1016/J.JSPI.2012.11.005zbMATH Open1428.62154OpenAlexW1976462453MaRDI QIDQ1937201FDOQ1937201
Authors: 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
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Cites Work
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Cited In (19)
- Efficient estimation of population quantiles in general semiparametric regression models
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Quantile regression estimation for distortion measurement error data
- A multi-index model for quantile regression with ordinal data
- Estimation and variable selection for a class of quantile regression models with multiple index
- Estimation and inference in semiparametric quantile factor models
- Two step composite quantile regression for single-index models
- Semiparametric quantile regression with high-dimensional covariates
- Composite quantile regression for single-index models with asymmetric errors
- Semiparametric estimation of quasi-score
- Semiparametric efficiency for partially linear single-index regression models
- A robust and efficient estimation and variable selection method for partially linear single-index models
- New efficient estimation and variable selection in models with single-index structure
- Robust direction identification and variable selection in high dimensional general single-index models
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Single-index modal regression via outer product gradients
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
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