Composite quantile regression and the oracle model selection theory

The Annals of Statistics ◽

10.1214/07-aos507 ◽

2008 ◽

Vol 36 (3) ◽

pp. 1108-1126 ◽

Author(s):

Hui Zou ◽

Ming Yuan

Keyword(s):

Model Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Selection Theory

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A Diagnostic Framework for "Bashed" Wells in Unconventional Reservoirs: A Numerical Simulation and Model Selection Theory Approach

Proceedings of the 4th Unconventional Resources Technology Conference ◽

10.15530/urtec-2016-2448463 ◽

2016 ◽

Author(s):

L. Zhe ◽

R. Younis ◽

J. Jiang

Keyword(s):

Numerical Simulation ◽

Model Selection ◽

Unconventional Reservoirs ◽

Theory Approach ◽

Selection Theory ◽

Diagnostic Framework

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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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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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Focused Model Selection in Quantile Regression

SSRN Electronic Journal ◽

10.2139/ssrn.2244943 ◽

2013 ◽

Author(s):

Peter Behl ◽

Gerda Claeskens ◽

Holger Dette

Keyword(s):

Model Selection ◽

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 ◽

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 ◽

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 ◽

Author(s):

Jing Sun

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index ◽

Asymmetric Errors ◽

Single Index Models

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