Semiparametric quantile regression with high-dimensional covariates

zbMATH Open1253.62032MaRDI QIDQ3145536FDOQ3145536

Authors: Mian Huang, Li-Ping Zhu, Runze Li 

Publication date: 21 December 2012

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N42/J22N42.html

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zbMATH Keywords

heteroscedasticitydimension reductionsingle-index modellocal polynomial regressionlinearity condition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (26)

• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
• Extreme partial least-squares
• Quantile regression for single-index-coefficient regression models
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Partially linear modeling of conditional quantiles using penalized splines
• Local Walsh-average-based estimation and variable selection for single-index models
• Extreme quantile regression for tail single-index varying-coefficient models
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Inference for single-index quantile regression models with profile optimization
• Adaptively weighted group Lasso for semiparametric quantile regression models
• Two step composite quantile regression for single-index models
• Estimation of general semi-parametric quantile regression
• Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
• Spatially modeling the effects of meteorological drivers of \(PM_{2.5}\) in the eastern United States via a local linear penalized quantile regression estimator
• New efficient estimation and variable selection in models with single-index structure
• Time-varying quantile single-index model for multivariate responses
• Robust direction identification and variable selection in high dimensional general single-index models
• On Additive Conditional Quantiles With High-Dimensional Covariates
• Composite quantile regression for ultra-high dimensional semiparametric model averaging
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
• WLAD-LASSO method for robust estimation and variable selection in partially linear models
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Weighted composite quantile regression for single-index models
• Empirical likelihood for composite quantile regression modeling

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