Single-index composite quantile regression

DOI10.1016/J.JKSS.2011.11.001MaRDI QIDQ457304zbMATH OpenOpenAlexFDO

Authors Rong Jiang, Wenqiong Shao, Zhangong Zhou, Weimin Qian

Publication date 26 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2011.11.001

zbMATH Keywords

asymptotic efficiencysingle-index modelcomposite quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• Composite quantile regression and the oracle model selection theory
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• Estimation for a partial-linear single-index model
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Identifiability of single-index models and additive-index models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Likelihood-based local polynomial fitting for single-index 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
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On average derivative quantile regression
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Quantile regression.
• Regression Quantiles
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Single-index quantile regression
• The EFM approach for single-index models
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(34)

• Composite quantile regression for varying-coefficient single-index models
• Two step composite quantile regression for single-index models
• Composite support vector quantile regression estimation
• Quantile regression for single-index-coefficient regression models
• Weighted composite quantile regression for partially linear varying coefficient models
• Single-index composite quantile regression for ultra-high-dimensional data
• Composite estimation for single-index models with responses subject to detection limits
• Composite quantile regression and variable selection in single-index coefficient model
• Single index quantile regression for heteroscedastic data
• Estimation and variable selection in single-index composite quantile regression
• Quantile regression and variable selection of single-index coefficient model
• scientific article; zbMATH DE number 6390862 (Why is no real title available?)
• Composite quasi-likelihood for single-index models with massive datasets
• Weighted composite quantile regression for single-index models
• Composite quantile regression for single-index models with asymmetric errors
• Single-index quantile regression with left truncated data
• Composite quantile regression for massive datasets
• Single-index composite quantile regression for massive data
• Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
• Weighted composite quantile regression for single index model with missing covariates at random
• Single-index Thresholding in Quantile Regression
• Jackknife model averaging for composite quantile regression
• Testing in linear composite quantile regression models
• Quantile regression and variable selection of partial linear single-index model
• A robust and efficient estimation and variable selection method for partially linear single-index models
• Robust direction identification and variable selection in high dimensional general single-index models
• Quantile regression for the single-index coefficient model
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Partially linear estimation using sufficient dimension reduction
• Joint estimation for single index mean-covariance models with longitudinal data
• Quantile regression of partially linear single-index model with missing observations
• Generalized analysis-of-variance-type test for the single-index quantile model
• Empirical likelihood for composite quantile regression modeling
• Single-index quantile regression

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