Composite quantile regression for single-index models with asymmetric errors

DOI10.1007/S00180-016-0645-7MaRDI QIDQ736595zbMATH OpenOpenAlexFDO

Authors Jing Sun

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

zbMATH Keywords

single-index modelasymptotic relative efficiencycomposite quantile regressionoptimal weight vectorsymmetric and asymmetric distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• Approximation Theorems of Mathematical Statistics
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• Direct estimation of the index coefficient in a single-index model
• Estimation of general semi-parametric quantile regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Local Polynomial Variance-Function Estimation
• Local rank inference for varying coefficient models
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• Optimal smoothing in single-index models
• Rank-based inference for the single-index model
• Robust nonparametric statistical methods
• Semiparametric Estimation of Index Coefficients
• Single-index composite quantile regression
• Single-index quantile regression
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Weighted local linear composite quantile estimation for the case of general error distributions

Cited in

(6)

• Two step composite quantile regression for single-index models
• Quantile regression estimation for distortion measurement error data
• Weighted composite quantile regression for single-index models
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Empirical likelihood weighted composite quantile regression with partially missing covariates

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