Quantile regression and variable selection of single-index coefficient model
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Publication:2409394
DOI10.1007/s10463-016-0558-9zbMath1382.62021MaRDI QIDQ2409394
Yazhao Lv, Weihua Zhao, Ri-quan Zhang, Ji-cai Liu
Publication date: 11 October 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-016-0558-9
asymptotic normalityquantile regressionvariable selectionoracle propertyadaptive Lassosingle index coefficient model
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
62J12: Generalized linear models (logistic models)
Related Items
High-dimensional Varying Index Coefficient Quantile Regression Model, Estimation and variable selection for a class of quantile regression models with multiple index, Local Walsh-average regression for single index varying coefficient models, Single-index quantile regression with left truncated data
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