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

DOI10.1080/03610918.2021.1874986OpenAlexW3128491413MaRDI QIDQ6116478

C. N. Kuruwita

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1874986

zbMATH Keywords

quantile regressionvariable selectionhigh-dimensional covariates

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• 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
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
• Local Linear Quantile Regression
• Sliced Inverse Regression for Dimension Reduction
• Variable selection in heteroscedastic single-index quantile regression
• Quantile regression and variable selection for the single-index model
• Identifiability of single-index models and additive-index models

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