Composite quantile regression and variable selection of the partial linear single-index models
DOI10.1360/012014-52zbMATH Open1488.62049OpenAlexW2316738527MaRDI QIDQ5017909FDOQ5017909
Authors: Ya-zhao Lü, Riquan Zhang, Weihua Zhao, Jicai Liu 
Publication date: 17 December 2021
Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1360/012014-52
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cited In (16)
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Estimation and variable selection in single-index composite quantile regression
- Composite quantile regression and variable selection in single-index coefficient model
- Variable selection via composite quantile regression with dependent errors
- Estimation and variable selection for a class of quantile regression models with multiple index
- Two step composite quantile regression for single-index models
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Quantile regression and variable selection of partial linear single-index model
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- A novel composite quantile regression estimation for the partial linear variable coefficient models
- Variable selection of the spatial autoregressive quantile model with fixed effects
- Research and application of partial linear single index composite quantile regression based on Bayesian
- Weighted composite quantile regression for partially linear varying coefficient models
- Shrinkage estimation for identification of linear components in composite quantile additive models
- Composite quantile regression and the oracle model selection theory
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