Quantile regression and variable selection for the single-index model

DOI10.1080/02664763.2014.881786MaRDI QIDQ5128663zbMATH OpenOpenAlexFDO

Authors Yazhao Lv, Riquan Zhang, Weihua Zhao, Jicai Liu

Publication date 28 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2014.881786

zbMATH Keywords

adaptive Lassooracle propertyquantile regressionsingle-index modelvariable selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites work

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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Limiting distributions for \(L_1\) regression estimators under general conditions
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• On the asymptotics of constrained \(M\)-estimation
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• Single-index model selections
• Single-index quantile regression
• Sliced Inverse Regression for Dimension Reduction
• The Adaptive Lasso and Its Oracle Properties
• Unified LASSO Estimation by Least Squares Approximation
• Variable selection for the single-index model
• Variable selection in a class of single-index models
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Variable selection in quantile regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(31)

• Estimation of general semi-parametric quantile regression
• Quantile regression and variable selection for partially linear model with randomly truncated data
• Single-index quantile regression with left truncated data
• Single index quantile regression for censored data
• Weighted composite quantile regression for single index model with missing covariates at random
• Quantile regression and variable selection of partial linear single-index model
• Quantile regression and variable selection of single-index coefficient model
• Simultaneous variable selection and parametric estimation for quantile regression
• Quantile regression for single-index-coefficient regression 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
• A single-index quantile regression model and its estimation
• Variable selection of single-index quantile regression
• Regularized quantile regression and robust feature screening for single index models
• Sampling Lasso quantile regression for large-scale data
• Estimation and variable selection in single-index composite quantile regression
• Composite quantile regression and variable selection of the partial linear single-index models
• Variable selection in heteroscedastic single-index quantile regression
• A weighted quantile regression for nonlinear models with randomly censored data
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Bayesian elastic net single index quantile regression
• Quantile regression for the single-index coefficient model
• Quantile regression and variable selection for single-index varying-coefficient models
• Binary quantile regression and variable selection: a new approach
• Single-index Thresholding in Quantile Regression
• Variable selection in the single-index quantile regression model with high-dimensional covariates
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Empirical likelihood inference for time-varying coefficient autoregressive models
• Safe Bayes for single index quantile regression estimation and variable selection
• A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
• Single index quantile regression for heteroscedastic data

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