Advanced algorithms for penalized quantile and composite quantile regression

Computational Statistics ◽

10.1007/s00180-020-01010-1 ◽

2020 ◽

Author(s):

Matthew Pietrosanu ◽

Jueyu Gao ◽

Linglong Kong ◽

Bei Jiang ◽

Di Niu

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression

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Robust communication-efficient distributed composite quantile regression and variable selection for massive data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2021.107262 ◽

2021 ◽

pp. 107262

Author(s):

Kangning Wang ◽

Shaomin Li ◽

Benle Zhang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Massive Data ◽

Composite Quantile Regression ◽

Selection For

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Multi-round smoothed composite quantile regression for distributed data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00816-0 ◽

2022 ◽

Author(s):

Fengrui Di ◽

Lei Wang

Keyword(s):

Quantile Regression ◽

Distributed Data ◽

Composite Quantile Regression

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Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes

10.31223/osf.io/wg7sn ◽

2017 ◽

Cited By ~ 3

Author(s):

Alex Cannon

Keyword(s):

Neural Network ◽

Quantile Regression ◽

Nonlinear Regression ◽

Composite Quantile Regression ◽

Regression Quantiles ◽

Rainfall Extremes

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Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition

Journal of Nonparametric Statistics ◽

10.1080/10485252.2017.1418869 ◽

2018 ◽

Vol 30 (2) ◽

pp. 291-307

Author(s):

Yu-Ning Li ◽

Yi Zhang

Keyword(s):

Quantile Regression ◽

Matrix Decomposition ◽

Composite Quantile Regression

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Weighted composite quantile regression for single index model with missing covariates at random

Computational Statistics ◽

10.1007/s00180-019-00886-y ◽

2019 ◽

Vol 34 (4) ◽

pp. 1711-1740 ◽

Cited By ~ 1

Author(s):

Huilan Liu ◽

Hu Yang ◽

Changgen Peng

Keyword(s):

Quantile Regression ◽

Missing Covariates ◽

Composite Quantile Regression ◽

Single Index ◽

Index Model ◽

Single Index Model

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Composite quantile regression estimation of linear error-in-variable models using instrumental variables

Metrika ◽

10.1007/s00184-019-00734-5 ◽

2019 ◽

Vol 83 (1) ◽

pp. 1-16

Author(s):

Weiming Yang ◽

Yiping Yang

Keyword(s):

Quantile Regression ◽

Instrumental Variables ◽

Regression Estimation ◽

Composite Quantile Regression

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Copula and composite quantile regression-based estimating equations for longitudinal data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-020-00756-1 ◽

2020 ◽

Author(s):

Kangning Wang ◽

Wen Shan

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Estimating Equations ◽

Composite Quantile Regression

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Composite quantile regression for single-index models with asymmetric errors

Computational Statistics ◽

10.1007/s00180-016-0645-7 ◽

2016 ◽

Vol 31 (1) ◽

pp. 329-351 ◽

Cited By ~ 3

Author(s):

Jing Sun

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index ◽

Asymmetric Errors ◽

Single Index Models

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Composite Quantile Regression for the Single-Index Model

SSRN Electronic Journal ◽

10.2139/ssrn.2892647 ◽

2013 ◽

Cited By ~ 11

Author(s):

Yan Fan ◽

Weining Wang ◽

Lixing Zhu

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index ◽

Index Model ◽

Single Index Model

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Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models

Science China Mathematics ◽

10.1007/s11425-016-9321-x ◽

2019 ◽

Vol 62 (12) ◽

pp. 2571-2590

Author(s):

Xiaoqian Liu ◽

Xinyuan Song ◽

Yong Zhou

Keyword(s):

Quantile Regression ◽

Likelihood Ratio ◽

Composite Quantile Regression

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