Quantile regression for the single-index coefficient model
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Publication:527476
DOI10.3150/16-BEJ802zbMath1392.62127OpenAlexW2595833822MaRDI QIDQ527476
Weihua Zhao, Heng Lian, Hua Liang
Publication date: 11 May 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/16-bej802
asymptotic normalityquantile regressionB-splinescheck loss minimizationsingle-index coefficient models
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (9)
Unnamed Item ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Linear regression models with general distortion measurement errors ⋮ Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models ⋮ Quantile regression for additive coefficient models in high dimensions ⋮ Semiparametric function-on-function quantile regression model with dynamic single-index interactions ⋮ Single index Fréchet regression ⋮ Covariance matrices of S robust regression estimators ⋮ Quantile trace regression via nuclear norm regularization
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