An adaptive composite quantile approach to dimension reduction
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Publication:464203
DOI10.1214/14-AOS1242zbMath1310.62052arXiv1408.3221MaRDI QIDQ464203
Publication date: 17 October 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.3221
semiparametric modelsquantile regressionsufficient dimension reductionlocal polynomial smoothing\(\mathrm{U}\)-processesBahadur approximation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Sufficient statistics and fields (62B05)
Related Items (21)
Quantile Martingale Difference Divergence for Dimension Reduction ⋮ A brief review of linear sufficient dimension reduction through optimization ⋮ Quantile-slicing estimation for dimension reduction in regression ⋮ Sparse sufficient dimension reduction with heteroscedasticity ⋮ Principal quantile regression for sufficient dimension reduction with heteroscedasticity ⋮ Model-free feature screening via a modified composite quantile correlation ⋮ Nonlinear dimension reduction for conditional quantiles ⋮ A structured covariance ensemble for sufficient dimension reduction ⋮ Dimension reduction via local rank regression ⋮ Penalized averaging of parametric and non-parametric quantile forecasts ⋮ Nonlinear interaction detection through partial dimension reduction with missing response data ⋮ Projection expectile regression for sufficient dimension reduction ⋮ Robust dimension reduction using sliced inverse median regression ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Double-slicing assisted sufficient dimension reduction for high-dimensional censored data ⋮ Composite quantile regression for ultra-high dimensional semiparametric model averaging ⋮ Quantile based dimension reduction in censored regression ⋮ Weighted composite quantile regression for single index model with missing covariates at random ⋮ Central quantile subspace ⋮ Sufficient dimension reduction for conditional quantiles with alternative types of data ⋮ Transformed central quantile subspace
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