Weighted composite quantile regression for single-index models

DOI10.1016/j.jmva.2016.02.015zbMath1383.62114OpenAlexW2291513049MaRDI QIDQ276965

Zhan-Gong Zhou, Rong Jiang, Wei-Min Qian

Publication date: 4 May 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.015

zbMATH Keywords

single-index modeladaptive Lassoweighted composite quantile regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) 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 (16)

A short note on fitting a single-index model with massive data ⋮ Composite quasi-likelihood for single-index models with massive datasets ⋮ Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression ⋮ Robust empirical likelihood for partially linear models via weighted composite quantile regression ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Multi-round smoothed composite quantile regression for distributed data ⋮ Optimal subsampling for composite quantile regression model in massive data ⋮ Composite quantile regression for massive datasets ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Single-index composite quantile regression for massive data ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Robust estimation and regression with parametric quantile functions ⋮ Single-index modal regression via outer product gradients ⋮ Weighted quantile regression and testing for varying-coefficient models with randomly truncated data ⋮ Robust check loss-based inference of semiparametric models and its application in environmental data ⋮ Single-index quantile regression with left truncated data

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