Single-index quantile regression
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Cites work
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- A Fully Automated Bandwidth Selection Method for Fitting Additive Models
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Cited in
(only showing first 100 items - show all)- Composite quantile regression for varying-coefficient single-index models
- A robust and efficient estimation method for single index models
- Estimation and variable selection for a class of quantile regression models with multiple index
- Variable selection in heteroscedastic single-index quantile regression
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- Statistical estimation in partially linear single-index models with error-prone linear covariates
- Two step composite quantile regression for single-index models
- Oracally efficient estimation for single-index link function with simultaneous confidence band
- Quantile regression for single-index-coefficient regression models
- Variable selection and debiased estimation for single‐index expectile model
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Semiparametric quantile regression with high-dimensional covariates
- Zero finite-order serial correlation test in a partially linear single-index model
- Time-varying quantile single-index model for multivariate responses
- Large-sample estimation and inference in multivariate single-index models
- Inference for single-index quantile regression models with profile optimization
- Robust estimation of single index models with responses missing at random
- Tail dimension reduction for extreme quantile estimation
- Composite quantile regression and variable selection in single-index coefficient model
- TENET: tail-event driven network risk
- Single index quantile regression for heteroscedastic data
- Estimation and variable selection in single-index composite quantile regression
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- Extreme Quantile Estimation Based on the Tail Single-index Model
- Quantile regression and variable selection of single-index coefficient model
- Estimation and variable selection for quantile partially linear single-index models
- scientific article; zbMATH DE number 6390862 (Why is no real title available?)
- Single index quantile regression for censored data
- Regularized quantile regression and robust feature screening for single index models
- A multi-index model for quantile regression with ordinal data
- Quantile index coefficient model with variable selection
- Estimation for single-index and partially linear single-index integrated models
- Weighted composite quantile regression for single-index models
- M-estimators for single-index model using B-spline
- Single-index composite quantile regression
- Semiparametric efficiency for partially linear single-index regression models
- Composite quantile regression for single-index models with asymmetric errors
- Penalized LAD regression for single-index models
- Single-index copulas
- D-vine copula based quantile regression
- Testing structural change in partially linear single-index models with error-prone linear covariates
- Partially linear modeling of conditional quantiles using penalized splines
- Quantile regression and variable selection for the single-index model
- Bayesian quantile regression for single-index models
- A single-index quantile regression model and its estimation
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Nonlinear dimension reduction for conditional quantiles
- Weighted composite quantile regression for single index model with missing covariates at random
- Single-index Thresholding in Quantile Regression
- Variable selection of single-index quantile regression
- Robust variable selection in partially varying coefficient single-index model
- Central quantile subspace
- Quantile regression and variable selection of partial linear single-index model
- Local quantile regression
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Variable selection in the single-index quantile regression model with high-dimensional covariates
- Quantile regression approach to conditional mode estimation
- siqr
- 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
- GEE analysis for longitudinal single-index quantile regression
- Functional single-index quantile regression models
- Quantile regression of partially linear single-index model with missing observations
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Cluster-based least absolute deviation regression for dimension reduction
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
- Estimation of general semi-parametric quantile regression
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Change-point detection for the link function in a single-index model
- Model-free inference for tail risk measures
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- A short note on fitting a single-index model with massive data
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Estimation and inference for non-crossing multiple-index quantile regression
- An elastic-net penalized expectile regression with applications
- Transformed central quantile subspace
- Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
- Single-index composite quantile regression for ultra-high-dimensional data
- Multivariate partially linear single-index models: Bayesian analysis
- Nonparametric modal regression with mixed variables and application to analyze the GDP data
- Generalized expectile regression with flexible response function
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
- Robust estimation and selection for single-index regression model
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Single-Index Quantile Regression Models for Censored Data
- Multiple-output quantile regression neural network
- Single functional index quantile regression under general dependence structure
- Bayesian analysis in single-index quantile regression with missing observation
- Efficient estimation in single index models through smoothing splines
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- The single-index support vector regression model to address the problem of high dimensionality
- Quantile regression estimation for distortion measurement error data
- Composite quasi-likelihood for single-index models with massive datasets
- Estimation of value-at-risk using single index quantile regression
- Sufficient dimension reduction for conditional quantiles with alternative types of data
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- Variable selection in additive quantile regression using nonconcave penalty
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
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