Estimation and testing for time-varying quantile single-index models with longitudinal data

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

zbMATH Keywords

asymptotic normalityquantile regressionB-splinessingle-index modelscheck loss minimization

Mathematics Subject Classification ID

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

• fda (R)
• SemiPar

Cites Work

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