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Quantile regression for single-index-coefficient regression models

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  • Jiang, Rong
  • Qian, Wei-Min

Abstract

This paper is concerned with quantile regression for single-index-coefficient regression models. A practical algorithm and the asymptotic properties of the proposed estimators are established. The performance of the proposed method is investigated through simulation studies and a real data example.

Suggested Citation

  • Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
    • Handle: RePEc:eee:stapro:v:110:y:2016:i:c:p:305-317
    DOI: 10.1016/j.spl.2015.09.022
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    References listed on IDEAS

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