Weighted composite quantile regression for partially linear varying coefficient models

DOI10.1080/03610926.2017.1366522MaRDI QIDQ5154052

Rong Jiang, Zhan-Gong Zhou, Wei-Min Qian

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1366522

zbMATH Keywords

variable selection; weighted composite quantile regression; partially linear varying coefficient models

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

Composite quantile regression for massive datasets, Empirical likelihood in varying-coefficient quantile regression with missing observations, Estimation in partial linear model with spline modal function, Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators, Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Weighted composite quantile regression for single-index models
• Composite quantile regression and variable selection in single-index coefficient model
• Estimation of linear composite quantile regression using EM algorithm
• Weighted composite quantile estimation and variable selection method for censored regression model
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Local Walsh-average regression for semiparametric varying-coefficient models
• Single-index composite quantile regression
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Weighted local linear CQR for varying-coefficient models with missing covariates
• Local polynomial fitting in semivarying coefficient model
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Composite quantile regression and the oracle model selection theory
• Composite quantile regression for correlated data
• Two step composite quantile regression for single-index models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Testing in linear composite quantile regression models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• On the ``degrees of freedom of the lasso
• An Effective Bandwidth Selector for Local Least Squares Regression
• Weak and strong uniform consistency of kernel regression estimates
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Applied Multivariate Statistical Analysis
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Local rank estimation and related test for varying-coefficient partially linear models
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item