Oracle model selection for nonlinear models based on weighted composite quantile regression

zbMATH Open1253.62025MaRDI QIDQ3145539FDOQ3145539

Xuejun Jiang, Xin-Yuan Song, Jiancheng Jiang

Publication date: 21 December 2012

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N46/J22N46.html

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zbMATH Keywords

SCADhigh dimensionalityoracle propertyadaptive LASSOadaptive WCQR

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) General nonlinear regression (62J02)

Cited In (60)

• Variable selection for distributed sparse regression under memory constraints
• A nonparametric model checking test for functional linear composite quantile regression models
• Jackknife model averaging for composite quantile regression
• Composite expectile estimation in partial functional linear regression model
• Efficient Estimation for Models With Nonlinear Heteroscedasticity
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Model-averaging-based semiparametric modeling for conditional quantile prediction
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
• Doubly robust weighted composite quantile regression based on SCAD‐L₂
• Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
• Interquantile shrinkage and variable selection in quantile regression
• General composite quantile regression: Theory and methods
• Robust and efficient estimation with weighted composite quantile regression
• Robust empirical likelihood for partially linear models via weighted composite quantile regression
• Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
• An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
• Robust estimation of semiparametric transformation model for panel count data
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• Variable selection via composite quantile regression with dependent errors
• Composite quantile regression for massive datasets
• Robust reduced-rank modeling via rank regression
• Composite quantile estimation in partial functional linear regression model based on polynomial spline
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data
• Composite change point estimation for bent line quantile regression
• Adaptive composite quantile regressions and their asymptotic relative efficiency
• Composite quantile estimation in partial functional linear regression model with dependent errors
• Weighted composite quantile regression method via empirical likelihood for non linear models
• Estimation of linear composite quantile regression using EM algorithm
• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
• Bayesian bridge-randomized penalized quantile regression
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
• Composite quantile regression for correlated data
• Bayesian model selection in ordinal quantile regression
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
• Robust variable selection of joint frailty model for panel count data
• Copula and composite quantile regression-based estimating equations for longitudinal data
• Robust direction identification and variable selection in high dimensional general single-index models
• Linear double autoregression
• Multi-round smoothed composite quantile regression for distributed data
• SCAD penalized rank regression with a diverging number of parameters
• Penalized regression across multiple quantiles under random censoring
• Robust variable selection for nonlinear models with diverging number of parameters
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
• B-spline estimation for partially linear varying coefficient composite quantile regression models
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• An effective method to reduce the computational complexity of composite quantile regression
• Robust check loss-based inference of semiparametric models and its application in environmental data
• Composite versus model-averaged quantile regression
• Weighted composite quantile regression for single-index models
• Efficient estimation of panel count data with dependent observation process
• Pseudo-quantile functional data clustering
• Empirical likelihood for composite quantile regression modeling
• Weighted composite quantile regression for partially linear varying coefficient models
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
• A note on the efficiency of composite quantile regression
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data
• Optimal subsampling for composite quantile regression in big data

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