Single-index Thresholding in Quantile Regression
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Cites work
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- A robust method for estimating optimal treatment regimes
- A smoothed least squares estimator for threshold regression models
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Adaptive estimation of the threshold point in threshold regression
- An interior point algorithm for nonlinear quantile regression
- Are CEOs rewarded for luck? The ones without principals are
- Bent line quantile regression with application to an allometric study of land mammals' speed and mass
- Censored regression quantiles
- Common threshold in quantile regressions with an application to pricing for reputation
- Composite change point estimation for bent line quantile regression
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Corrected-loss estimation for quantile regression with covariate measurement errors
- Empirical likelihood for quantile regression models with longitudinal data
- Forecasting for quantile self-exciting threshold autoregressive time series models
- scientific article; zbMATH DE number 3421754 (Why is no real title available?)
- Inference for subgroup analysis with a structured logistic-normal mixture model
- Inference on the Quantile Regression Process
- Instrumental quantile regression inference for structural and treatment effect models
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Likelihood estimation and inference in threshold regression
- Nonparametric estimation and inference on conditional quantile processes
- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
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- Quantile regression.
- Quantile self-exciting threshold autoregressive time series models
- Quantile-optimal treatment regimes
- Rank regression for analysis of clustered data: a natural induced smoothing approach
- Regression Quantiles
- Sample Splitting and Threshold Estimation
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Standard errors and covariance matrices for smoothed rank estimators
- Testing for change points due to a covariate threshold in quantile regression
- Testing for Threshold Effects in Regression Models
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- The bootstrap in threshold regression
- Threshold quantile autoregressive models
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Cited in
(12)- Single-index quantile regression with left truncated data
- Threshold single index regression model from high-dimensional data
- Quantile regression for the single-index coefficient model
- Common threshold in quantile regressions with an application to pricing for reputation
- A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- Quantile regression estimation for Poisson autoregressive models
- Subgroup testing in the change-plane Cox model
- Broken-stick quantile regression model with multiple change points
- Subgroup identification and membership prediction
- Single index quantile regression for heteroscedastic data
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