Estimation and testing for time-varying quantile single-index models with longitudinal data
From MaRDI portal
Publication:1662061
DOI10.1016/j.csda.2017.08.011zbMath1469.62102OpenAlexW2755123176MaRDI QIDQ1662061
Jianbo Li, Xue-Jun Jiang, Heng Lian, Xin-Yuan Song
Publication date: 17 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2017.08.011
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
Related Items (4)
Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Single-index modal regression via outer product gradients ⋮ Sufficient dimension reduction for conditional quantiles with alternative types of data ⋮ Smoothed tensor quantile regression estimation for longitudinal data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation and testing for partially linear single-index models
- Single-index quantile regression
- Inference for single-index quantile regression models with profile optimization
- Estimation in generalised varying-coefficient models with unspecified link functions
- The EFM approach for single-index models
- Estimation and variable selection for generalized additive partial linear models
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Estimation for a partial-linear single-index model
- Conditional growth charts. (With discussion and rejoinder)
- Penalized quadratic inference functions for single-index models with longitudinal data
- Quantile regression in partially linear varying coefficient models
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Optimal smoothing in single-index models
- Functional single index models for longitudinal data
- Functional data analysis.
- Time-Varying Additive Models for Longitudinal Data
- A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
- A Gaussian process regression approach to a single-index model
- Generalized varying coefficient models with unknown link function
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Regression Quantiles
- Semiparametric Regression
- Penalized Spline Estimation for Partially Linear Single-Index Models
- A Multiple-Index Model and Dimension Reduction
This page was built for publication: Estimation and testing for time-varying quantile single-index models with longitudinal data
