Estimation and variable selection in single-index composite quantile regression

DOI10.1080/03610918.2016.1222424zbMath1385.62013OpenAlexW2521234629MaRDI QIDQ4607357

Huilan Liu, Hu Yang

Publication date: 13 March 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1222424

zbMATH Keywords

variable selectioncomposite quantile regressionsingle-index modeladaptive Lassooptimal weights

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ Variable selection and debiased estimation for single‐index expectile model ⋮ Weighted composite quantile regression for single index model with missing covariates at random

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