Ultra-high dimensional single-index quantile regression
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Publication:5149019
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Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
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- Adaptive robust variable selection
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- 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
- Estimation and variable selection for quantile partially linear single-index models
- 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
- 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
- Multiple Quantile Modelling via Reduced Rank Regression
- Nearly unbiased variable selection under minimax concave penalty
- Non-convex projected gradient descent for generalized low-rank tensor regression
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- 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
- Shrinkage tuning parameter selection with a diverging number of parameters
- Single-index quantile regression
- Sliced Inverse Regression for Dimension Reduction
- Slicing regression: A link-free regression method
- Sparse single-index model
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
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- The Adaptive Lasso and Its Oracle Properties
- The EFM approach for single-index models
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in quantile regression
- \(L_1\)-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(11)- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Single-index composite quantile regression for ultra-high-dimensional data
- Threshold single index regression model from high-dimensional data
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile generalized measures of correlation
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Single-index relative error regression models
- New estimation for heteroscedastic single-index measurement error models
- Globally adaptive quantile regression with ultra-high dimensional data
- Neural Networks for Partially Linear Quantile Regression
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