General composite quantile regression: Theory and methods

DOI10.1080/03610926.2019.1568493MaRDI QIDQ5077417zbMATH OpenOpenAlexWikidataFDO

Authors Yanke Wu, Man-Lai Tang, Maozai Tian

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1568493

zbMATH Keywords

oracle propertyasymptotic relative efficiencyweight functiongeneral composite quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Bayesian quantile inference
• Bayesian quantile regression
• Composite quantile regression and the oracle model selection theory
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Hierarchical linear regression models for conditional quantiles
• Linear quantile regression based on EM algorithm
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Nearly unbiased variable selection under minimax concave penalty
• Nonparametric Statistical Data Modeling
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Quantile regression.
• Quantile smoothing splines
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(15)

• Bayesian joint-quantile regression
• Composite kernel quantile regression
• Prediction of composite indicators using locally weighted quantile regression
• Extreme quantile regression for tail single-index varying-coefficient models
• A generalized quantile regression model
• Composite support vector quantile regression estimation
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Testing in linear composite quantile regression models
• Composite quantile regression for correlated data
• Gibbs sampler algorithm of Bayesian weighted composite quantile regression
• Advanced algorithms for penalized quantile and composite quantile regression
• An effective method to reduce the computational complexity of composite quantile regression
• Quantile composite-based path modeling: algorithms, properties and applications
• A note on the efficiency of composite quantile regression
• Composite quantile regression and the oracle model selection theory

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