Inference for single-index quantile regression models with profile optimization

DOI10.1214/15-AOS1404zbMATH Open1338.62119MaRDI QIDQ292887FDOQ292887

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

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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)

Cites Work

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Cited In (38)

• GEE analysis for longitudinal single-index quantile regression
• Adaptive semiparametric estimation for single index models with jumps
• Single-index quantile regression with left truncated data
• Robust estimation for a general functional single index model via quantile regression
• Identification and estimation in quantile varying-coefficient models with unknown link function
• A Novel Estimation Method in Generalized Single Index Models
• Relative contrast estimation and inference for treatment recommendation
• Variable selection in heteroscedastic single-index quantile regression
• Inference for single-index quantile regression models with profile optimization
• Title not available (Why is that?)
• Adaptively weighted group Lasso for semiparametric quantile regression models
• Quantile-Regression Inference With Adaptive Control of Size
• Estimation and inference in functional varying-coefficient single-index quantile regression models
• Neural Networks for Partially Linear Quantile Regression
• No-Crossing Single-Index Quantile Regression Curve Estimation
• Causal inference of general treatment effects using neural networks with a diverging number of confounders
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• 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
• Single-index composite quantile regression for massive data
• Quantile regression of dynamic single index varying coefficient models
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• New estimation for heteroscedastic single-index measurement error models
• Sufficient dimension reduction in the presence of controlling variables
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
• Model averaging marginal regression for high dimensional conditional quantile prediction
• Single-index modal regression via outer product gradients
• Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates
• Single index quantile regression for censored data
• On the use of \(L\)-functionals in regression models
• Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Bayesian analysis in single-index quantile regression with missing observation
• Quantile regression approach to conditional mode estimation
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
• A fusion learning method to subgroup analysis of Alzheimer's disease

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