Quantile regression and variable selection for single-index varying-coefficient models

DOI10.1080/03610918.2015.1124116zbMath1377.62121OpenAlexW2517583443MaRDI QIDQ5373883

Jing Yang, Hu Yang

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1124116

zbMATH Keywords

robustnessquantile regressionvariable selectionoracle propertysingle-index varying-coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (5)

Quantile regression estimation for distortion measurement error data ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ Extreme quantile regression for tail single-index varying-coefficient models ⋮ Moderate deviations for quantile regression processes ⋮ Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

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