Composite quantile regression and variable selection in single-index coefficient model
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Publication:286468
DOI10.1016/J.JSPI.2016.04.003zbMATH Open1338.62100OpenAlexW2344647533MaRDI QIDQ286468FDOQ286468
Authors: Riquan Zhang, Yazhao Lv, Weihua Zhao, Jicai Liu 
Publication date: 20 May 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2016.04.003
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asymptotic normalityvariable selectionasymptotic relative efficiencycomposite quantile regressionadaptive LASSOsingle index coefficient model
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Regression Quantiles
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- Optimal smoothing in single-index models
- Title not available (Why is that?)
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- Generalized likelihood ratio statistics and Wilks phenomenon
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- An Adaptive Estimation of Dimension Reduction Space
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Single-index quantile regression
- On the asymptotics of constrained \(M\)-estimation
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Composite quantile regression and the oracle model selection theory
- Weak and strong uniform consistency of kernel regression estimates
- Adaptive Varying-Coefficient Linear Models
- Single-index composite quantile regression
- On extended partially linear single-index models
- Quantile regression with varying coefficients
- Quantile regression in varying coefficient models.
- Quantile regression and variable selection for the single-index model
- Testing for the parametric parts in a single-index varying-coefficient model
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory
Cited In (20)
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Single-index composite quantile regression
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Estimation and variable selection in single-index composite quantile regression
- Composite quantile regression and variable selection of the partial linear single-index models
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Variable selection via composite quantile regression with dependent errors
- Two step composite quantile regression for single-index models
- Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
- Single-index composite quantile regression for ultra-high-dimensional data
- Computation and application of robust data-driven bandwidth selection for gradient function estimation
- B-spline estimation for partially linear varying coefficient composite quantile regression models
- An effective method to reduce the computational complexity of composite quantile regression
- Quantile regression and variable selection of single-index coefficient model
- Composite quantile regression for varying-coefficient single-index models
- High-dimensional Varying Index Coefficient Quantile Regression Model
- Weighted composite quantile regression for partially linear varying coefficient models
- Composite smoothed quantile regression
- Composite quantile regression and the oracle model selection theory
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