Weighted composite quantile regression for single-index models

DOI10.1016/J.JMVA.2016.02.015MaRDI QIDQ276965zbMATH OpenOpenAlexFDO

Authors Rong Jiang, Zhangong Zhou, Weimin Qian

Publication date 4 May 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.02.015

zbMATH Keywords

adaptive Lassosingle-index modelweighted composite quantile regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) 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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Cited in

(32)

• Robust estimation and regression with parametric quantile functions
• Robust and efficient estimation with weighted composite quantile regression
• Robust empirical likelihood for partially linear models via weighted composite quantile regression
• Two step composite quantile regression for single-index models
• Single-index quantile regression with left truncated data
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
• Single-index composite quantile regression for ultra-high-dimensional data
• Multi-round smoothed composite quantile regression for distributed data
• Optimal subsampling for composite quantile regression model in massive data
• Single-index composite quantile regression for massive data
• Weighted composite quantile regression for single index model with missing covariates at random
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• Composite quantile regression for single-index models with asymmetric errors

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