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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Robust modal estimation and variable selection for single-index varying-coefficient models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2015.1069346 ◽

2016 ◽

Vol 46 (4) ◽

pp. 2976-2997

Author(s):

Jing Yang ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Single Index ◽

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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 ◽

Author(s):

Hu Yang ◽

Jing Lv ◽

Chaohui Guo

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Regression Estimation ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient ◽

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Automatic variable selection for varying coefficient models with longitudinal data

Statistics & Probability Letters ◽

10.1016/j.spl.2016.07.012 ◽

2016 ◽

Vol 119 ◽

pp. 84-90 ◽

Author(s):

Ruiqin Tian ◽

Liugen Xue ◽

Dengke Xu

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Quickly variable selection for varying coefficient models with missing response at random

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.922989 ◽

2018 ◽

Vol 47 (10) ◽

pp. 2327-2336

Author(s):

Jian Wu ◽

Liugen Xue ◽

Peixin Zhao

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Missing Response ◽

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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Variable selection for partially varying coefficient single-index model

Journal of Applied Statistics ◽

10.1080/02664763.2013.823919 ◽

2013 ◽

Vol 40 (12) ◽

pp. 2637-2652 ◽

Author(s):

Sanying Feng ◽

Liugen Xue

Keyword(s):

Variable Selection ◽

Varying Coefficient ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

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Variable selection for high-dimensional generalized varying-coefficient models

Statistica Sinica ◽

10.5705/ss.2010.308 ◽

2012 ◽

Author(s):

Heng Lian

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Walsh-average based variable selection for varying coefficient models

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2014.05.006 ◽

2015 ◽

Vol 44 (1) ◽

pp. 95-110 ◽

Author(s):

Kangning Wang ◽

Lu Lin

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Variable selection for single-index varying-coefficient model

Frontiers of Mathematics in China ◽

10.1007/s11464-013-0284-z ◽

2013 ◽

Vol 8 (3) ◽

pp. 541-565 ◽

Author(s):

Sanying Feng ◽

Liugen Xue

Keyword(s):

Variable Selection ◽

Varying Coefficient Model ◽

Varying Coefficient ◽

Single Index ◽

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Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression

Statistical Papers ◽

10.1007/s00362-015-0736-5 ◽

2015 ◽

Vol 58 (4) ◽

pp. 1009-1033 ◽

Author(s):

Chaohui Guo ◽

Hu Yang ◽

Jing Lv

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

High Dimensional ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient

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