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

adaptivenesscomposite quantile regressionquantile regressionrelative efficiencyrobustness

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)

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

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