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

DOI10.1007/S10463-014-0457-XzbMATH Open1338.62118OpenAlexW2054060837MaRDI QIDQ2352452FDOQ2352452

Jicai Liu, Riquan Zhang, Weihua Zhao, Yazhao Lv

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

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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)

Cites Work

• Semiparametric Regression
• The Adaptive Lasso and Its Oracle Properties
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Semi-parametric estimation of partially linear single-index models
• Title not available (Why is that?)
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Estimation and testing for partially linear single-index models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• An Effective Bandwidth Selector for Local Least Squares Regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Unified LASSO Estimation by Least Squares Approximation
• Title not available (Why is that?)
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• 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
• Local Linear Quantile Regression
• Composite quantile regression and the oracle model selection theory
• Weak and strong uniform consistency of kernel regression estimates
• An analysis of variance test for normality (complete samples)
• Single-index composite quantile regression
• A single-index quantile regression model and its estimation
• Global nonparametric estimation of conditional quantile functions and their derivatives

Cited In (28)

• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• Single-index quantile regression with left truncated data
• Quantile regression for single-index-coefficient regression models
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Robust estimation for partial linear single-index models
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Composite quantile regression and variable selection of the partial linear single-index models
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
• Composite quantile regression and variable selection in single-index coefficient model
• Jackknife model averaging for quantile single-index coefficient model
• Bayesian analysis of partially linear, single-index, spatial autoregressive models
• Estimation and variable selection for a class of quantile regression models with multiple index
• Estimation of partially linear single-index spatial autoregressive model
• 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
• Title not available (Why is that?)
• Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• A weighted quantile regression for nonlinear models with randomly censored data
• Empirical likelihood inference for time-varying coefficient autoregressive models
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Partial-linear single-index transformation models with censored data
• Quantile regression of partially linear single-index model with missing observations
• Quantile regression and variable selection for partially linear model with randomly truncated data
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models

Uses Software

• SemiPar

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