Weighted composite quantile regression for partially linear varying coefficient models
From MaRDI portal
Publication:5154052
Recommendations
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
- A novel composite quantile regression estimation for the partial linear variable coefficient models
- Composite quantile regression and variable selection of the partial linear single-index models
Cites work
- scientific article; zbMATH DE number 6390862 (Why is no real title available?)
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- An Effective Bandwidth Selector for Local Least Squares Regression
- Applied Multivariate Statistical Analysis
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression and variable selection in single-index coefficient model
- Composite quantile regression for correlated data
- Composite quantile regression for linear errors-in-variables models
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Estimation of linear composite quantile regression using EM algorithm
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Walsh-average regression for semiparametric varying-coefficient models
- Local polynomial fitting in semivarying coefficient model
- Local rank estimation and related test for varying-coefficient partially linear models
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- On the ``degrees of freedom of the lasso
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression.
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Single-index composite quantile regression
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Testing in linear composite quantile regression models
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Two step composite quantile regression for single-index models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Weak and strong uniform consistency of kernel regression estimates
- Weighted composite quantile estimation and variable selection method for censored regression model
- Weighted composite quantile regression for single-index models
- Weighted local linear CQR for varying-coefficient models with missing covariates
Cited in
(11)- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
- Estimation in partial linear model with spline modal function
- Robust and efficient estimation with weighted composite quantile regression
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Composite quantile regression for massive datasets
- Weighted quantile regression with nonelliptically structured covariates
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- Weighted composite quantile regression for single index model with missing covariates at random
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
This page was built for publication: Weighted composite quantile regression for partially linear varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5154052)
