Composite quantile regression and variable selection of the partial linear single-index models

DOI10.1360/012014-52zbMath1488.62049OpenAlexW2316738527MaRDI QIDQ5017909

Ri-quan Zhang, Ya-zhao Lü, Ji-cai Liu, Weihua Zhao

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012014-52

zbMATH Keywords

partial linear modelcomposite quantile regressionsingle-indexasymptotic normal

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Robust and efficient direction identification for groupwise additive multiple-index models and its applications ⋮ Estimation and variable selection for a class of quantile regression models with multiple index ⋮ Quantile regression and variable selection for partially linear single-index models with missing censoring indicators

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