Quantile regression estimation for distortion measurement error data
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Cites work
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Approximation Theorems of Mathematical Statistics
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for single-index models with asymmetric errors
- Composite quantile regression for the receiver operating characteristic curve
- Convergence of stochastic processes
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models
- Covariate-adjusted generalized linear models
- Covariate-adjusted nonlinear regression
- Covariate-adjusted partially linear regression models
- Empirical likelihood for composite quantile regression modeling
- Estimation of general semi-parametric quantile regression
- GEE analysis for longitudinal single-index quantile regression
- Generalized Partially Linear Single-Index Models
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Inference for covariate adjusted regression via varying coefficient models
- 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 quantile regression
- Local Walsh-average regression
- Local Walsh-average regression for semiparametric varying-coefficient models
- Measurement Error in Nonlinear Models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonlinear models with measurement errors subject to single-indexed distortion
- Nonparametric covariate-adjusted regression
- Quantile regression and variable selection for single-index varying-coefficient models
- Quantile regression.
- Regression Quantiles
- Significance testing in quantile regression
- Single-index quantile regression
- Variable selection for covariate adjusted regression model
- Variable selection for partially linear models with measurement errors
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak and strong uniform consistency of kernel regression estimates
- Weak convergence and empirical processes. With applications to statistics
- Weighted local linear composite quantile estimation for the case of general error distributions
Cited in
(6)- A revisit to correlation analysis for distortion measurement error data
- Estimation of quantiles from data with additional measurement errors
- Correlation curve estimation for multiplicative distortion measurement errors data
- Logarithmic calibration for multiplicative distortion measurement errors regression models
- Covariance ratio under multiplicative distortion measurement errors
- Mitigating the effect of measurement errors in quantile estimation
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