Weighted composite quantile regression for single-index models

DOI10.1016/j.jmva.2016.02.015zbMath1383.62114MaRDI QIDQ276965

Zhan-Gong Zhou, Rong Jiang, Wei-Min Qian

Publication date: 4 May 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.015

zbMATH Keywords

single-index model; adaptive Lasso; weighted composite quantile regression

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62J12: Generalized linear models (logistic models)

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