Single-index composite quantile regression with heteroscedasticity and general error distributions

DOI10.1007/S00362-014-0646-YMaRDI QIDQ259677zbMATH OpenOpenAlexFDO

Authors Rong Jiang, Zhangong Zhou, Weimin Qian

Publication date 18 March 2016

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-014-0646-y

zbMATH Keywords

asymptotic efficiencysingle-index modelcomposite quantile regressioncompsite quantile regression (CQR)weighted CQR (WCQR)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• Empirical likelihood for density-weighted average derivatives
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• Estimation for a marginal generalized single-index longitudinal model
• Estimation for a partial-linear single-index model
• Estimation of general semi-parametric quantile regression
• Identifiability of single-index models and additive-index models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Local Polynomial Variance-Function Estimation
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• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
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• Semi-parametric estimation of partially linear single-index models
• Semiparametric quantile regression with high-dimensional covariates
• Single-index composite quantile regression
• Single-index quantile regression
• Testing in linear composite quantile regression models
• Two step composite quantile regression for single-index models
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Weak and strong uniform consistency of kernel regression estimates
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(23)

• Optimal subsampling for composite quantile regression in big data
• Two step composite quantile regression for single-index models
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
• Weighted composite quantile regression for partially linear varying coefficient models
• Single-index composite quantile regression for ultra-high-dimensional data
• Robust estimation of single index models with responses missing at random
• Single index quantile regression for heteroscedastic data
• Composite smoothed quantile regression
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data
• Weighted composite quantile regression for single-index models
• Single-index composite quantile regression
• Composite quantile regression for single-index models with asymmetric errors
• High-dimensional local polynomial regression with variable selection and dimension reduction
• Higher-order expansions of sample range from general error distribution
• Regression estimation via information-weighted composite models with different dimensions
• Composite quantile regression for massive datasets
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
• Single-index composite quantile regression for massive data
• Block average quantile regression for massive dataset
• Joint estimation for single index mean-covariance models with longitudinal data
• Renewable composite quantile method and algorithm for nonparametric models with streaming data

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