Quantile regression and variable selection for the single-index model
From MaRDI portal
Publication:5128663
DOI10.1080/02664763.2014.881786MaRDI QIDQ5128663
Ri-quan Zhang, Ji-cai Liu, Weihua Zhao, Yazhao Lv
Publication date: 28 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2014.881786
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Sampling Lasso quantile regression for large-scale data, Estimation and variable selection in single-index composite quantile regression, A weighted quantile regression for nonlinear models with randomly censored data, Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior, Variable selection in the single-index quantile regression model with high-dimensional covariates, Quantile regression for single-index-coefficient regression models, Composite quantile regression and variable selection in single-index coefficient model, Quantile regression and variable selection for partially linear model with randomly truncated data, Single-index quantile regression with left truncated data, Weighted composite quantile regression for single index model with missing covariates at random
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