Weighted composite quantile regression for single-index models
From MaRDI portal
Publication:276965
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
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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