Estimation and variable selection for quantile partially linear single-index models
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Publication:1679574
DOI10.1016/j.jmva.2017.09.006zbMath1403.62069OpenAlexW2759516619MaRDI QIDQ1679574
Heng Lian, Yan Yu, Yuankun Zhang
Publication date: 9 November 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.09.006
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (9)
High-dimensional Varying Index Coefficient Quantile Regression Model ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Time-varying quantile single-index model for multivariate responses ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Unnamed Item
Uses Software
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