Ultra-high dimensional single-index quantile regression
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Publication:5149019
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- L₁-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- A globally convergent algorithm for nonconvex optimization based on block coordinate update
- Adaptive robust variable selection
- Additive regression and other nonparametric models
- An Adaptive Estimation of Dimension Reduction Space
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Can Tests for Jumps be Viewed as Tests for Clusters?
- Conditional growth charts. (With discussion and rejoinder)
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Estimation and testing for partially linear single-index models
- Estimation and variable selection for generalized additive partial linear models
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- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Generalized Partially Linear Single-Index Models
- High dimensional single index models
- High-dimensional variable selection with reciprocal \(L_{1}\)-regularization
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- Identifiability of single-index models and additive-index models
- Inference for single-index quantile regression models with profile optimization
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
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- Nearly unbiased variable selection under minimax concave penalty
- Non-convex projected gradient descent for generalized low-rank tensor regression
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- Partially linear additive quantile regression in ultra-high dimension
- Partially linear modeling of conditional quantiles using penalized splines
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression in partially linear varying coefficient models
- Regression Quantiles
- Regularized quantile regression and robust feature screening for single index models
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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- Single-index quantile regression
- Sliced Inverse Regression for Dimension Reduction
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- Sparse single-index model
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- The EFM approach for single-index models
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- Variable selection in quantile regression
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Cited in
(20)- Single-index composite quantile regression for ultra-high-dimensional data
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- New estimation for heteroscedastic single-index measurement error models
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Threshold single index regression model from high-dimensional data
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Single-index relative error regression models
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Quantile generalized measures of correlation
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Neural Networks for Partially Linear Quantile Regression
- Variable selection and parameter estimation in distributed high-dimensional quantile regression with responses missing at random
- A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
- Semiparametric estimation and variable selection for sparse single index models in increasing dimension
- Estimation under single-index hazards models
- Projection tests for regression coefficients in high-dimensional partial linear models
- Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models
- Debiased quantile significance testing with machine learning methods
- Inference for partially linear quantile regression models in ultrahigh dimension
- Globally adaptive quantile regression with ultra-high dimensional data
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