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
asymptotic normalityquantile regressionvariable selectionpartial linearadaptive Lassosingle indexminimizing average check loss estimation
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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