Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model

DOI10.1080/03610918.2014.992542zbMath1348.62138OpenAlexW1987331536MaRDI QIDQ2828773

C. N. Kuruwita

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.992542

zbMATH Keywords

quantile regressionvariable selectionsingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Variable selection in the single-index quantile regression model with high-dimensional covariates

Uses Software

• Unnamed Item

Cites Work

• Single-index quantile regression
• The Adaptive Lasso and Its Oracle Properties
• Sliced inverse regression in reference curves estimation
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• On average derivative quantile regression
• Regression analysis under link violation
• Adaptive penalized quantile regression for high dimensional data
• Regression Quantiles
• Identifiability of single-index models and additive-index models

This page was built for publication: Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model