Composite quantile regression for single-index models with asymmetric errors

2016 ◽  
Vol 31 (1) ◽  
pp. 329-351 ◽  
Author(s):  
Jing Sun
Keyword(s):  
Quantile Regression ◽  
Composite Quantile Regression ◽  
Single Index ◽  
Asymmetric Errors ◽  
Single Index Models

scholarly journals Weighted composite quantile regression for single-index models

2016 ◽  
Vol 148 ◽  
pp. 34-48 ◽  
Author(s):  
Rong Jiang ◽  
Wei-Min Qian ◽  
Zhan-Gong Zhou
Keyword(s):  
Quantile Regression ◽  
Composite Quantile Regression ◽  
Single Index ◽  
Single Index Models

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

2014 ◽  
Vol 44 (12) ◽  
pp. 1299-1322 ◽  
Author(s):  
JiCai LIU ◽  
YaZhao LV ◽  
WeiHua ZHAO ◽  
RiQuan ZHANG
Keyword(s):  
Variable Selection ◽  
Quantile Regression ◽  
Composite Quantile Regression ◽  
Single Index ◽  
Single Index Models ◽  
Partial Linear ◽  
Selection Of

Two step composite quantile regression for single-index models

2013 ◽  
Vol 64 ◽  
pp. 180-191 ◽  
Author(s):  
Rong Jiang ◽  
Zhan-Gong Zhou ◽  
Wei-Min Qian ◽  
Yong Chen
Keyword(s):  
Quantile Regression ◽  
Composite Quantile Regression ◽  
Single Index ◽  
Single Index Models

scholarly journals Bayesian quantile regression for single-index models

2012 ◽  
Vol 23 (4) ◽  
pp. 437-454 ◽  
Author(s):  
Yuao Hu ◽  
Robert B. Gramacy ◽  
Heng Lian
Keyword(s):  
Quantile Regression ◽  
Bayesian Quantile Regression ◽  
Single Index ◽  
Single Index Models

Single-index composite quantile regression

2012 ◽  
Vol 41 (3) ◽  
pp. 323-332 ◽  
Author(s):  
Rong Jiang ◽  
Zhan-Gong Zhou ◽  
Wei-Min Qian ◽  
Wen-Qiong Shao
Keyword(s):  
Quantile Regression ◽  
Composite Quantile Regression ◽  
Single Index
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