Estimation and variable selection for a class of quantile regression models with multiple index

DOI10.1080/03610926.2019.1633353OpenAlexW2956047104MaRDI QIDQ5079029

Wenliang Gao, Cun Han, Xiao-Fei Sun

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1633353

zbMATH Keywords

robustnessquantile regressionhigh dimensionalitypartial linear single index modelcomprehensiveness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) General nonlinear regression (62J02) Statistics (62-XX)

Uses Software

• SemiPar

Cites Work

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