A single-index quantile regression model and its estimation
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Cited in
(74)- Single-Index-Based CoVaR With Very High-Dimensional Covariates
- Nonlinear dimension reduction for conditional quantiles
- Robust dimension reduction using sliced inverse median regression
- Single index quantile regression for heteroscedastic data
- GEE analysis for longitudinal single-index quantile regression
- Single-index Thresholding in Quantile Regression
- Single-index quantile regression with left truncated data
- Extreme partial least-squares
- Quantile regression for single-index-coefficient regression models
- Quantile regression and variable selection for the single-index model
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
- Robust estimation and selection for single-index regression model
- Partially linear modeling of conditional quantiles using penalized splines
- Local Walsh-average-based estimation and variable selection for single-index models
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Robust MAVE through nonconvex penalized regression
- Inference for single-index quantile regression models with profile optimization
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Robust estimation of single index models with responses missing at random
- Variable selection in heteroscedastic single-index quantile regression
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Transformed central quantile subspace
- Central quantile subspace
- Estimation of value-at-risk using single index quantile regression
- Quantile index coefficient model with variable selection
- New estimation and inference procedures for a single-index conditional distribution model
- Nonparametric weighted average quantile derivative
- Two step composite quantile regression for single-index models
- Advance of the sufficient dimension reduction
- A relative error estimation approach for multiplicative single index model
- Single functional index quantile regression under general dependence structure
- Quantile based dimension reduction in censored regression
- Estimation of general semi-parametric quantile regression
- Single-Index Quantile Regression Models for Censored Data
- Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
- Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
- Comment on: ``Local quantile regression
- Semiparametric efficiency for partially linear single-index regression models
- Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
- A new minimum contrast approach for inference in single-index models
- Neural Networks for Partially Linear Quantile Regression
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- Estimation and variable selection for quantile partially linear single-index models
- No-Crossing Single-Index Quantile Regression Curve Estimation
- Econometric modeling of risk measures: a selective review of the recent literature
- Robust direction identification and variable selection in high dimensional general single-index models
- Quantile regression of dynamic single index varying coefficient models
- Quantile regression and variable selection of partial linear single-index model
- New estimation for heteroscedastic single-index measurement error models
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- Estimating the conditional single-index error distribution with a partial linear mean regression
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Single-index modal regression via outer product gradients
- Single index quantile regression for censored data
- Quantile Martingale Difference Divergence for Dimension Reduction
- Sufficient dimension reduction for conditional quantiles with alternative types of data
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Single-index quantile regression
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Composite quantile regression for varying-coefficient single-index models
- Extreme Quantile Estimation Based on the Tail Single-index Model
- On efficient dimension reduction with respect to a statistical functional of interest
- A direct approach to inference in nonparametric and semiparametric quantile models
- Quantile regression of partially linear single-index model with missing observations
- Model checking for parametric single-index quantile models
- Estimation and inference procedures for semiparametric distribution models with varying linear-index
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Quantile regression for the single-index coefficient model
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