Quantile regression for single-index-coefficient regression models

DOI10.1016/J.SPL.2015.09.022zbMATH1383.62113OpenAlexW2195700462MaRDI QIDQ273760FDOQ273760

Authors Rong Jiang, Weimin Qian

Publication date 22 April 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.09.022

zbMATH Keywords

quantile regressionadaptive Lassosingle-index-coefficient regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

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• The Adaptive Lasso and Its Oracle Properties
• The \(L_1\) penalized LAD estimator for high dimensional linear regression
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Two step composite quantile regression for single-index models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(22)

• Two step composite quantile regression for single-index models
• Semiparametric quantile regression with high-dimensional covariates
• Inference for single-index quantile regression models with profile optimization
• Generalized expectile regression with flexible response function
• Single index quantile regression for heteroscedastic data
• Single functional index quantile regression under general dependence structure
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Quantile regression and variable selection of single-index coefficient model
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Single index quantile regression for censored data
• Composite quasi-likelihood for single-index models with massive datasets
• Single-index quantile regression with left truncated data
• A single-index quantile regression model and its estimation
• Single-index Thresholding in Quantile Regression
• Jackknife model averaging for quantile single-index coefficient model
• Quantile regression for the single-index coefficient model
• Quantile regression of dynamic single index varying coefficient models
• Functional single-index quantile regression models
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Generalized analysis-of-variance-type test for the single-index quantile model
• Estimation of general semi-parametric quantile regression
• Single-index quantile regression

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