Composite smoothed quantile regression
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Publication:6548780
Cites work
- Bootstrap Methods for Median Regression Models
- Communication-efficient distributed statistical inference
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression and variable selection in single-index coefficient model
- High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Multi-round smoothed composite quantile regression for distributed data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Quantile regression under memory constraint
- Regression Quantiles
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Single-Index-Based CoVaR With Very High-Dimensional Covariates
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Smoothing Quantile Regressions
- Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Standard errors and covariance matrices for smoothed rank estimators
- Two-Point Step Size Gradient Methods
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
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