Quantile regression and variable selection for single-index varying-coefficient models

DOI10.1080/03610918.2015.1124116MaRDI QIDQ5373883zbMATH OpenOpenAlexFDO

Authors Jing Yang, Hu Yang

Publication date 27 October 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1124116

zbMATH Keywords

oracle propertyquantile regressionrobustnesssingle-index varying-coefficient modelvariable selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses
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• Composite quantile regression for varying-coefficient single-index models
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• Composite quantile regression and variable selection in single-index coefficient model
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
• Regularized quantile regression and robust feature screening for single index models
• Composite quantile regression and variable selection of the partial linear single-index models
• Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors
• Quantile regression estimation for distortion measurement error data
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Variable selection in heteroscedastic single-index quantile regression
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• Quantile regression for the single-index coefficient model
• Robust modal estimation and variable selection for single-index varying-coefficient models
• Moderate deviations for quantile regression processes
• Extreme quantile regression for tail single-index varying-coefficient models
• Quantile regression of dynamic single index varying coefficient models

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