Weighted composite quantile regression for partially linear varying coefficient models

DOI10.1080/03610926.2017.1366522OpenAlexW2750151687MaRDI QIDQ5154052FDOQ5154052

Authors: Rong Jiang, Zhangong Zhou, Weimin 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

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zbMATH Keywords

variable selectionweighted composite quantile regressionpartially linear varying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited In (11)

• Estimation in partial linear model with spline modal function
• 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
• 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

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