Composite smoothed quantile regression

DOI10.1002/STA4.542MaRDI QIDQ6548780FDOQ6548780

Authors: Yibo Yan, Xiaozhou Wang, Riquan Zhang 

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

Bahadur representationasymptotic relative efficiencycomposite quantile regressiongradient descentnon-asymptotic statisticsconvolution-type smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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

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