Quantile regression for single-index-coefficient regression models

DOI10.1016/j.spl.2015.09.022zbMath1383.62113OpenAlexW2195700462MaRDI QIDQ273760

Rong Jiang, Wei-Min Qian

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.022

zbMATH Keywords

quantile regressionadaptive Lassosingle-index-coefficient regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items (4)

Composite quasi-likelihood for single-index models with massive datasets ⋮ Generalized expectile regression with flexible response function ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Single-index quantile regression with left truncated data

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