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

DOI10.1007/s10463-014-0457-xzbMath1338.62118OpenAlexW2054060837MaRDI QIDQ2352452

Weihua Zhao, Yazhao Lv, Ji-cai Liu, Ri-quan Zhang

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 normalityquantile regressionvariable selectionpartial linearadaptive Lassosingle indexminimizing average check loss estimation

Mathematics Subject Classification ID

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

Related Items (19)

Quantile regression for single-index-coefficient regression models ⋮ Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators ⋮ Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Robust and efficient direction identification for groupwise additive multiple-index models and its applications ⋮ A weighted quantile regression for nonlinear models with randomly censored data ⋮ Estimation and variable selection for a class of quantile regression models with multiple index ⋮ Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Quantile regression and variable selection for partially linear model with randomly truncated data ⋮ Estimation of partially linear single-index spatial autoregressive model ⋮ Weighted quantile regression and testing for varying-coefficient models with randomly truncated data ⋮ Quantile regression and variable selection for partially linear single-index models with missing censoring indicators ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Single-index quantile regression with left truncated data ⋮ Robust estimation for partial linear single-index models

Uses Software

• SemiPar

Cites Work

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