Weighted local linear composite quantile estimation for the case of general error distributions

DOI10.1016/J.JSPI.2013.01.002MaRDI QIDQ1948170zbMATH OpenOpenAlexFDO

Authors Jing Sun, Yujie Gai, Lu Lin

Publication date 2 May 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.2013.01.002

zbMATH Keywords

asymmetric distributionasymptotic efficiencyconsistencylocal linear composite quantile regressionnonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(35)

• Composite quantile regression for correlated data
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
• Copula and composite quantile regression-based estimating equations for longitudinal data
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• An efficient estimation for the parameter in additive partially linear models with missing covariates
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data
• Computation and application of robust data-driven bandwidth selection for gradient function estimation
• Robust check loss-based inference of semiparametric models and its application in environmental data
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Weighted composite quantile regression for single-index models
• Adaptively weighted kernel regression
• A random weighted method to estimate composite quantile for linear errors-in-variables models
• Estimation and variable selection in single-index composite quantile regression
• Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
• Adaptive composite quantile regressions and their asymptotic relative efficiency
• Weighted local linear CQR for varying-coefficient models with missing covariates
• Quantile regression estimation for distortion measurement error data
• General composite quantile regression: Theory and methods
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data
• Weighted local composite quantile regression estimation in non-parametric regression model under right-censored data
• Composite estimation: an asymptotically weighted least squares approach
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• Global debiased DC estimations for biased estimators via pro forma regression
• Renewable composite quantile method and algorithm for nonparametric models with streaming data
• Robust nonparametric regression: a review
• Universal kernel-type estimators for conditional variance in heteroscedastic models of nonparametric regression
• Bayesian spatio-temporal modeling for the inpatient hospital costs of alcohol-related disorders
• Adaptive distributed smooth composite quantile regression estimation for large-scale data
• Robust composite quantile regression with large-scale streaming data sets
• Composite quantile regression for single-index models with asymmetric errors
• Local Walsh-average regression
• An improved and efficient estimation method for varying-coefficient model with missing covariates

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