Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty

DOI10.1080/07350015.2012.693851MaRDI QIDQ6666876zbMATH OpenFDO

Authors Heng Lian

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2012.693851

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(6)

• Optimal conditional quantile prediction via model averaging of partially linear additive models
• Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
• Model detection and variable selection for semiparametric additive spatial autoregressive model
• A partially linear additive model for clustered proportion data
• Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
• Deep neural network estimation of average treatment effects based on quantile regression

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