Quantile regression for the single-index coefficient model

DOI10.3150/16-BEJ802MaRDI QIDQ527476zbMATH OpenOpenAlexFDO

Authors Weihua Zhao, Heng Lian, Hua Liang

Publication date 11 May 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/16-bej802

zbMATH Keywords

asymptotic normalityB-splinescheck loss minimizationquantile regressionsingle-index coefficient models

Mathematics Subject Classification ID

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

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Cited in

(25)

• Single-index quantile regression
• Quantile regression for additive coefficient models in high dimensions
• Estimation of general semi-parametric quantile regression
• Quantile trace regression via nuclear norm regularization
• Single-index quantile regression with left truncated data
• Single-index composite quantile regression for ultra-high-dimensional data
• Quantile regression and variable selection of single-index coefficient model
• Quantile regression for single-index-coefficient regression models
• A single-index quantile regression model and its estimation
• Inference for single-index quantile regression models with profile optimization
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Covariance matrices of S robust regression estimators
• Single functional index quantile regression under general dependence structure
• Linear regression models with general distortion measurement errors
• High-dimensional varying index coefficient models via Stein's identity
• Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
• Single-index Thresholding in Quantile Regression
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Single index Fréchet regression
• Jackknife model averaging for quantile single-index coefficient model
• Quantile regression of dynamic single index varying coefficient models
• A dynamic interaction varying index coefficient quantile regression model
• Rank regression estimation for dynamic single index varying coefficient models
• Estimation and hypothesis test for varying coefficient single-index multiplicative models
• Single index quantile regression for heteroscedastic data

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