Inference for single-index quantile regression models with profile optimization

DOI10.1214/15-AOS1404MaRDI QIDQ292887zbMATH OpenFDO

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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• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
• A fusion learning method to subgroup analysis of Alzheimer's disease
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• Estimation and testing for varying-coefficient single-index quantile regression models
• Single-index quantile regression with left truncated data
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