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A Single-Index Quantile Regression Model And Its Estimation

Citations

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Cited by:

  1. Zhang, Jing & Wang, Qin & Mays, D'Arcy, 2021. "Robust MAVE through nonconvex penalized regression," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
  2. Li, Weiyu & Patilea, Valentin, 2017. "A new minimum contrast approach for inference in single-index models," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 47-59.
  3. Bousebata, Meryem & Enjolras, Geoffroy & Girard, Stéphane, 2023. "Extreme partial least-squares," Journal of Multivariate Analysis, Elsevier, vol. 194(C).
  4. Eliana Christou & Annabel Settle & Andreas Artemiou, 2021. "Nonlinear dimension reduction for conditional quantiles," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 937-956, December.
  5. Ming-Yueh Huang & Chin-Tsang Chiang, 2017. "Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 396-424, June.
  6. Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
  7. Wu, Chaojiang & Yu, Yan, 2014. "Partially linear modeling of conditional quantiles using penalized splines," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 170-187.
  8. Lili Yue & Gaorong Li & Heng Lian, 2019. "Identification and estimation in quantile varying-coefficient models with unknown link function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1251-1275, December.
  9. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.
  10. Ash Abebe & Huybrechts F. Bindele & Masego Otlaadisa & Boikanyo Makubate, 2021. "Robust estimation of single index models with responses missing at random," Statistical Papers, Springer, vol. 62(5), pages 2195-2225, October.
  11. Jiang, Rong & Zhou, Zhan-Gong & Qian, Wei-Min & Chen, Yong, 2013. "Two step composite quantile regression for single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 180-191.
  12. Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019. "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, vol. 213(2), pages 593-607.
  13. Zhao, Weihua & Zhou, Yan & Lian, Heng, 2018. "Time-varying quantile single-index model for multivariate responses," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 32-49.
  14. Eliana Christou & Michael G. Akritas, 2019. "Single index quantile regression for censored data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 655-678, December.
  15. Philipp Bach & Sven Klaassen & Jannis Kueck & Martin Spindler, 2020. "Uniform Inference in High-Dimensional Generalized Additive Models," Papers 2004.01623, arXiv.org.
  16. Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
  17. Weihua Zhao & Jianbo Li & Heng Lian, 2018. "Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 553-582, June.
  18. Christou, Eliana & Akritas, Michael G., 2016. "Single index quantile regression for heteroscedastic data," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 169-182.
  19. Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
  20. Yang, Jing & Tian, Guoliang & Lu, Fang & Lu, Xuewen, 2020. "Single-index modal regression via outer product gradients," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  21. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
  22. Jun Zhang & Zhenghui Feng & Peirong Xu, 2015. "Estimating the conditional single-index error distribution with a partial linear mean regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 61-83, March.
  23. Eliana Christou, 2020. "Robust dimension reduction using sliced inverse median regression," Statistical Papers, Springer, vol. 61(5), pages 1799-1818, October.
  24. Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
  25. Dingshi Tian & Zongwu Cai & Ying Fang, 2018. "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201807, University of Kansas, Department of Economics, revised Oct 2018.
  26. Yazhao Lv & Riquan Zhang & Weihua Zhao & Jicai Liu, 2015. "Quantile regression and variable selection of partial linear single-index model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 375-409, April.
  27. Eliana Christou & Michael Grabchak, 2022. "Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 725-753, August.
  28. Bucher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid, 2014. "Single-index quantile regression models for censored data," LIDAM Discussion Papers ISBA 2014001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  29. Xingcai Zhou & Guang Yang & Yu Xiang, 2022. "Quantile-Wavelet Nonparametric Estimates for Time-Varying Coefficient Models," Mathematics, MDPI, vol. 10(13), pages 1-15, July.
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