Principal single-index varying-coefficient models for dimension reduction in quantile regression

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2019.1707831 ◽

2019 ◽

Vol 90 (5) ◽

pp. 800-818

Author(s):

Weihua Zhao ◽

Fode Zhang ◽

Rui Li ◽

Heng Lian

Keyword(s):

Quantile Regression ◽

Dimension Reduction ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Quantile regression and variable selection for single-index varying-coefficient models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2015.1124116 ◽

2017 ◽

Vol 46 (6) ◽

pp. 4637-4653 ◽

Author(s):

Jing Yang ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Single Index ◽

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Extreme quantile regression for tail single-index varying-coefficient models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1961154 ◽

2021 ◽

pp. 1-22

Author(s):

Yingjie Wang ◽

Xinsheng Liu

Keyword(s):

Quantile Regression ◽

Varying Coefficient Models ◽

Extreme Quantile ◽

Varying Coefficient ◽

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A robust and efficient estimation method for single-index varying-coefficient models

Statistics & Probability Letters ◽

10.1016/j.spl.2014.07.011 ◽

2014 ◽

Vol 94 ◽

pp. 119-127 ◽

Author(s):

Hu Yang ◽

Chaohui Guo ◽

Jing Lv

Keyword(s):

Estimation Method ◽

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Marginal quantile regression for varying coefficient models with longitudinal data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-018-0684-7 ◽

2018 ◽

Vol 72 (1) ◽

pp. 213-234 ◽

Author(s):

Weihua Zhao ◽

Weiping Zhang ◽

Heng Lian

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient

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Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models

10.1080/02331888.2017.1314482 ◽

2017 ◽

Vol 51 (6) ◽

pp. 1179-1199 ◽

Author(s):

Jing Yang ◽

Fang Lu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Robust Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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Quantile regression in varying coefficient models

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(03)00110-1 ◽

2004 ◽

Vol 121 (1) ◽

pp. 113-125 ◽

Author(s):

Toshio Honda

Keyword(s):

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient

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Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

10.1080/02331888.2021.1980794 ◽

2021 ◽

pp. 1-24

Author(s):

Zhensheng Huang ◽

Wen Lou ◽

Shuyu Meng

Keyword(s):

Measurement Errors ◽

Statistical Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Penalized kernel quantile regression for varying coefficient models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2021.07.003 ◽

2021 ◽

Author(s):

Eun Ryung Lee ◽

Jinwoo Cho ◽

Seyoung Park

Keyword(s):

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient

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Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates

Computational Statistics ◽

10.1007/s00180-020-01012-z ◽

2020 ◽

Author(s):

Jun Jin ◽

Tiefeng Ma ◽

Jiajia Dai ◽

Shuangzhe Liu

Keyword(s):

Quantile Regression ◽

Missing Covariates ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient ◽

Partially Linear

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Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity

Statistical Papers ◽

10.1007/s00362-016-0847-7 ◽

2016 ◽

Vol 59 (4) ◽

pp. 1589-1621 ◽

Author(s):

Y. Andriyana ◽

I. Gijbels ◽

A. Verhasselt

Keyword(s):

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient

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