Estimation and variable selection in single-index composite quantile regression

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2016.1222424 ◽

2017 ◽

Vol 46 (9) ◽

pp. 7022-7039 ◽

Author(s):

Huilan Liu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

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Composite quantile regression and variable selection in single-index coefficient model

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2016.04.003 ◽

2016 ◽

Vol 176 ◽

pp. 1-21 ◽

Author(s):

Riquan Zhang ◽

Yazhao Lv ◽

Weihua Zhao ◽

Jicai Liu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

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

Scientia Sinica Mathematica ◽

10.1360/012014-52 ◽

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 ◽

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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 ◽

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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 ◽

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 for single-index models with asymmetric errors

Computational Statistics ◽

10.1007/s00180-016-0645-7 ◽

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

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Composite Quantile Regression for the Single-Index Model

SSRN Electronic Journal ◽

10.2139/ssrn.2892647 ◽

2013 ◽

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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Quantile regression and variable selection of partial linear single-index model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-014-0457-x ◽

2014 ◽

Vol 67 (2) ◽

pp. 375-409 ◽

Author(s):

Yazhao Lv ◽

Riquan Zhang ◽

Weihua Zhao ◽

Jicai Liu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Partial Linear ◽

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Gradient-induced Model-free Variable Selection with Composite Quantile Regression

Statistica Sinica ◽

10.5705/ss.202016.0222 ◽

2018 ◽

Author(s):

Shaogao Lv ◽

Xin He ◽

Junhui Wang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Free Variable ◽

Composite Quantile Regression ◽

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Variable selection via composite quantile regression with dependent errors

Statistica Neerlandica ◽

10.1111/stan.12035 ◽

2014 ◽

Vol 69 (1) ◽

pp. 1-20 ◽

Author(s):

Yanlin Tang ◽

Xinyuan Song ◽

Zhongyi Zhu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression

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Single-index composite quantile regression

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2011.11.001 ◽

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 ◽

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