Single-index quantile regression with left truncated data

DOI10.1007/S11424-022-1118-4zbMATH Open1502.62048OpenAlexW4306692924MaRDI QIDQ2109301FDOQ2109301

Authors: Hong-Xia Xu, Guo-Liang Fan, Jinchang Li 

Publication date: 20 December 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-022-1118-4

Recommendations

• Single-index quantile regression
• Quantile regression for single-index-coefficient regression models
• Single index quantile regression for heteroscedastic data
• A single-index quantile regression model and its estimation
• Quantile regression for the single-index coefficient model
• Single-index Thresholding in Quantile Regression
• Single index quantile regression for censored data
• Single-index composite quantile regression
• Quantile regression and variable selection for the single-index model
• Quantile regression methods for left-truncated and right-censored data

zbMATH Keywords

variable selectionquantile regressionsingle-index modeladaptive LASSO penaltyleft truncated data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

Cites Work

• Regression Quantiles
• Empirical likelihood ratio confidence regions
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Unified LASSO Estimation by Least Squares Approximation
• Estimating a distribution function with truncated data
• Single-index quantile regression
• On average derivative quantile regression
• On the asymptotics of constrained \(M\)-estimation
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Weighted composite quantile regression for single-index models
• Survival analysis. Techniques for censored and truncated data.
• On semiparametric \(M\)-estimation in single-index regression
• Weak and strong uniform consistency of kernel regression estimates
• Estimation of the truncation probability in the random truncation model
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Two step composite quantile regression for single-index models
• Asymptotic normality of conditional density estimation with left-truncated and dependent data
• Quantile regression in partially linear varying coefficient models
• Quantile regression and variable selection of partial linear single-index model
• Quantile regression for single-index-coefficient regression models
• A single-index quantile regression model and its estimation
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• A robust and efficient estimation method for single index models
• Quantile regression and variable selection for the single-index model
• Quantile regression and variable selection of single-index coefficient model
• The central limit theorem under random truncation
• Inference for single-index quantile regression models with profile optimization
• Empirical likelihood for single-index models
• The adaptive LASSO spline estimation of single-index model
• Asymptotic properties of a conditional quantile estimator with randomly truncated data
• Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
• Kernel estimation of conditional density with truncated, censored and dependent data
• A weighted quantile regression for randomly truncated data
• Estimation of regression parameters with left truncated data
• Quantile regression and variable selection for partially linear model with randomly truncated data
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
• Double penalized quantile regression for the linear mixed effects model
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data

This page was built for publication: Single-index quantile regression with left truncated data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2109301)