Quantile index coefficient model with variable selection
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Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A new look at the statistical model identification
- A single-index quantile regression model and its estimation
- Adaptive Varying-Coefficient Linear Models
- Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory
- Additive regression and other nonparametric models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Conditional growth charts. (With discussion and rejoinder)
- Consistent variable selection in additive models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Estimation and variable selection for generalized additive partial linear models
- Functional index coefficient models with variable selection
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Local Linear Quantile Regression
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On Bayes procedures
- On Single-Index Coefficient Regression Models
- On the Non-Negative Garrotte Estimator
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression in partially linear varying coefficient models
- Quantile regression.
- Regression Quantiles
- SCAD-penalized regression in high-dimensional partially linear models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Shrinkage estimation of the varying coefficient model
- Single-index quantile regression
- Statistical estimation in generalized multiparameter likelihood models
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The EFM approach for single-index models
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
- Variable selection with the strong heredity constraint and its oracle property
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(5)- High-dimensional Varying Index Coefficient Quantile Regression Model
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Composite quantile regression and variable selection in single-index coefficient model
- Functional index coefficient models with variable selection
- Variable selection for nonparametric quantile regression via measurement error model
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