Inference for single-index quantile regression models with profile optimization

DOI10.1214/15-AOS1404MaRDI QIDQ292887zbMATHFDO

Authors Shujie Ma, Xuming He

Publication date 9 June 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aos/1460381692

zbMATH Keywords

model selectionquantile regressionscore testpolynomial splineprofile principlesingle-index

Mathematics Subject Classification ID

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

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Cited in

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• Relative contrast estimation and inference for treatment recommendation
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• Variable selection in heteroscedastic single-index quantile regression
• A Novel Estimation Method in Generalized Single Index Models
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Model averaging marginal regression for high dimensional conditional quantile prediction
• Identification and estimation in quantile varying-coefficient models with unknown link function
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Estimation and testing for time-varying quantile single-index models with longitudinal data
• Time-varying quantile single-index model for multivariate responses
• Estimation and inference in functional varying-coefficient single-index quantile regression models
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• Adaptive semiparametric estimation for single index models with jumps
• scientific article; zbMATH DE number 7306908 (Why is no real title available?)
• Bayesian analysis in single-index quantile regression with missing observation
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• Single index quantile regression for censored data
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• Quantile-regression inference with adaptive control of size
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• A fusion learning method to subgroup analysis of Alzheimer's disease
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• No-Crossing Single-Index Quantile Regression Curve Estimation
• Causal inference of general treatment effects using neural networks with a diverging number of confounders
• Sufficient dimension reduction in the presence of controlling variables

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