Composite quantile regression for single-index models with asymmetric errors
DOI10.1007/S00180-016-0645-7zbMATH Open1342.65064OpenAlexW2257767565MaRDI QIDQ736595FDOQ736595
Publication date: 4 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0645-7
single-index modelasymptotic relative efficiencycomposite quantile regressionoptimal weight vectorsymmetric and asymmetric distributions
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Optimal smoothing in single-index models
- Title not available (Why is that?)
- Local Polynomial Variance-Function Estimation
- Title not available (Why is that?)
- Limiting distributions for \(L_1\) regression estimators under general conditions
- An Effective Bandwidth Selector for Local Least Squares Regression
- The Efficiency of Some Nonparametric Competitors of the $t$-Test
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- An Adaptive Estimation of Dimension Reduction Space
- Semiparametric Estimation of Index Coefficients
- Single-index quantile regression
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Composite quantile regression and the oracle model selection theory
- Direct estimation of the index coefficient in a single-index model
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Estimation of general semi-parametric quantile regression
- Weighted local linear composite quantile estimation for the case of general error distributions
- Single-index composite quantile regression
- Local Rank Inference for Varying Coefficient Models
- Rank-based inference for the single-index model
- Robust Nonparametric Statistical Methods
Cited In (4)
- Quantile regression estimation for distortion measurement error data
- Two step composite quantile regression for single-index models
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
This page was built for publication: Composite quantile regression for single-index models with asymmetric errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q736595)
