Single-index composite quantile regression

DOI10.1016/j.jkss.2011.11.001zbMath1296.62087OpenAlexW2021539466MaRDI QIDQ457304

Rong Jiang, Wen-Qiong Shao, Zhan-Gong Zhou, Wei-Min Qian

Publication date: 26 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.11.001

zbMATH Keywords

asymptotic efficiencycomposite quantile regressionsingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (25)

Quantile regression for single-index-coefficient regression models ⋮ Weighted composite quantile regression for single-index models ⋮ Composite quasi-likelihood for single-index models with massive datasets ⋮ Composite quantile regression and variable selection in single-index coefficient model ⋮ Joint estimation for single index mean-covariance models with longitudinal data ⋮ Quantile regression and variable selection of single-index coefficient model ⋮ Composite quantile regression for massive datasets ⋮ Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ Partially linear estimation using sufficient dimension reduction ⋮ Single-index composite quantile regression for massive data ⋮ Estimation and variable selection in single-index composite quantile regression ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Testing in linear composite quantile regression models ⋮ Composite support vector quantile regression estimation ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ Generalized Analysis-of-variance-type Test for the Single-index Quantile Model ⋮ Weighted composite quantile regression for single index model with missing covariates at random ⋮ Composite quantile regression for single-index models with asymmetric errors ⋮ Two step composite quantile regression for single-index models ⋮ Composite quantile regression for varying-coefficient single-index models ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Empirical likelihood for composite quantile regression modeling ⋮ Quantile regression and variable selection of partial linear single-index model ⋮ Single-index composite quantile regression with heteroscedasticity and general error distributions

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