Single-index quantile regression with left truncated data

DOI10.1007/s11424-022-1118-4zbMath1502.62048OpenAlexW4306692924MaRDI QIDQ2109301

Jinchang Li, Hong-Xia Xu, Guo-Liang Fan

Publication date: 20 December 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-022-1118-4

zbMATH Keywords

quantile regressionvariable selectionsingle-index modeladaptive LASSO penaltyleft truncated data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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