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

Weiming Yang; Yiping Yang

doi:10.1007/s00184-019-00734-5

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

Download Full-text

Composite quantile regression estimation for P-GARCH processes

Science China Mathematics ◽

10.1007/s11425-015-5115-0 ◽

2016 ◽

Vol 59 (5) ◽

pp. 977-998

Author(s):

Biao Zhao ◽

Zhao Chen ◽

GuiPing Tao ◽

Min Chen

Keyword(s):

Quantile Regression ◽

Regression Estimation ◽

Composite Quantile Regression ◽

Garch Processes

Download Full-text

Composite Quantile Regression Estimation for Left Censored Response Longitudinal Data

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-018-0782-6 ◽

2018 ◽

Vol 34 (4) ◽

pp. 730-741

Author(s):

Li-qun Xiao ◽

Zhan-feng Wang ◽

Yao-hua Wu

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Regression Estimation ◽

Composite Quantile Regression ◽

Censored Response

Download Full-text

Weighted composite quantile regression estimation of DTARCH models

Econometrics Journal ◽

10.1111/ectj.12023 ◽

2014 ◽

Vol 17 (1) ◽

pp. 1-23 ◽

Cited By ~ 19

Author(s):

Jiancheng Jiang ◽

Xuejun Jiang ◽

Xinyuan Song

Keyword(s):

Quantile Regression ◽

Regression Estimation ◽

Composite Quantile Regression

Download Full-text

Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2014.05.005 ◽

2015 ◽

Vol 44 (1) ◽

pp. 77-94 ◽

Cited By ~ 5

Author(s):

Hu Yang ◽

Jing Lv ◽

Chaohui Guo

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Regression Estimation ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient ◽

Selection For

Download Full-text

Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models

Journal of Applied Statistics ◽

10.1080/02664763.2014.911824 ◽

2014 ◽

Vol 41 (11) ◽

pp. 2437-2449

Author(s):

Ji-Xia Wang ◽

Qing-Xian Xiao

Keyword(s):

Quantile Regression ◽

Diffusion Models ◽

Regression Estimation ◽

Time Varying ◽

Parameter Vector ◽

Composite Quantile Regression ◽

Time Varying Parameter ◽

Inhomogeneous Diffusion ◽

Estimation Of Time

Download Full-text

Asymptotic Properties of Local Composite Quantile Regression Estimation for Time-Varying Diffusion Model

American Review of Mathematics and Statistics ◽

10.15640/arms.v4n2a4 ◽

2016 ◽

Vol 4 (2) ◽

Author(s):

Ji-xia Wang ◽

Yuewen Xiao

Keyword(s):

Quantile Regression ◽

Diffusion Model ◽

Asymptotic Properties ◽

Regression Estimation ◽

Time Varying ◽

Composite Quantile Regression

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text