Single index quantile regression for heteroscedastic data

DOI10.1016/j.jmva.2016.05.010zbMath1346.62058OpenAlexW2408774189MaRDI QIDQ739594

Eliana Christou, Michael G. Akritas

Publication date: 18 August 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.010

zbMATH Keywords

dimension reductionNadaraya-Watson estimatorquantile regressionindex model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (16)

A short note on fitting a single-index model with massive data ⋮ Estimation of value-at-risk using single index quantile regression ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Variable selection in heteroscedastic single-index quantile regression ⋮ Time-varying quantile single-index model for multivariate responses ⋮ Single index quantile regression for censored data ⋮ Nonlinear dimension reduction for conditional quantiles ⋮ Bayesian analysis in single-index quantile regression with missing observation ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Single-index composite quantile regression for massive data ⋮ Robust dimension reduction using sliced inverse median regression ⋮ Central quantile subspace ⋮ Sufficient dimension reduction for conditional quantiles with alternative types of data ⋮ Testing for additivity in nonparametric heteroscedastic regression models ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Transformed central quantile subspace

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Single-index quantile regression
• Additive models for quantile regression: model selection and confidence bands
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Asymptotic properties of kernel estimators based on local medians
• Hedonic housing prices and the demand for clean air
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• On average derivative quantile regression
• Optimal global rates of convergence for nonparametric regression
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
• Efficiency of Weighted Average Derivative Estimators and Index Models
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Local Linear Quantile Regression
• Regression Quantiles
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
• Local Linear Additive Quantile Regression
• UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

This page was built for publication: Single index quantile regression for heteroscedastic data