Quantile regression and variable selection of partial linear single-index model

DOI10.1007/S10463-014-0457-XMaRDI QIDQ2352452zbMATH OpenOpenAlexFDO

Authors Yazhao Lv, Weihua Zhao, Riquan Zhang, Jicai Liu

Publication date 1 July 2015

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

Full work available at URL https://doi.org/10.1007/s10463-014-0457-x

zbMATH Keywords

asymptotic normalityvariable selectionquantile regressionadaptive Lassopartial linearsingle indexminimizing average check loss estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

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• Local Linear Quantile Regression
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• On the asymptotics of constrained \(M\)-estimation
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• Regression Quantiles
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• Semiparametric Regression
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• Single-index quantile regression
• The Adaptive Lasso and Its Oracle Properties
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(30)

• Estimation and variable selection for a class of quantile regression models with multiple index
• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
• A weighted quantile regression for nonlinear models with randomly censored data
• Quantile regression for single-index-coefficient regression models
• Estimation of partially linear single-index spatial autoregressive model
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Composite quantile regression and variable selection in single-index coefficient model
• Robust estimation for partial linear single-index models
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Estimation and variable selection for quantile partially linear single-index models
• Quantile regression and variable selection for partially linear model with randomly truncated data
• Empirical likelihood inference for time-varying coefficient autoregressive models
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Variable selection of partially linear single-index models
• Bayesian analysis of partially linear, single-index, spatial autoregressive models
• scientific article; zbMATH DE number 7219003 (Why is no real title available?)
• Single-index quantile regression with left truncated data
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
• Composite quantile regression and variable selection of the partial linear single-index models
• Jackknife model averaging for quantile single-index coefficient model
• Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
• Quantile regression of partially linear single-index model with missing observations
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• No-Crossing Single-Index Quantile Regression Curve Estimation
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• Partial-linear single-index transformation models with censored data

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• SemiPar

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