Adaptive composite quantile regressions and their asymptotic relative efficiency

DOI10.1080/00949655.2017.1408112MaRDI QIDQ4960583zbMATH OpenOpenAlexFDO

Authors Ke Yang, Li-Ping Zhu, Wangli Xu

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2017.1408112

zbMATH Keywords

quantile regressionrobustnesscomposite quantile regressionrelative efficiencyadaptiveness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on L-estimates for linear models
• A note on the efficiency of composite quantile regression
• Composite quantile regression and the oracle model selection theory
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Quantile regression.
• Regression Quantiles
• Two step composite quantile regression for single-index models
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(2)

• An adaptive composite quantile approach to dimension reduction
• Adaptive quantile regressions for massive datasets

This page was built for publication: Adaptive composite quantile regressions and their asymptotic relative efficiency

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960583)