Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty
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- HONDA, Toshio & ING, Ching-Kang & WU, Wei-Ying, 2017. "Adaptively weighted group Lasso for semiparametric quantile regression models," Discussion Papers 2017-04, Graduate School of Economics, Hitotsubashi University.
- Xu, Qifa & Niu, Xufeng & Jiang, Cuixia & Huang, Xue, 2015. "The Phillips curve in the US: A nonlinear quantile regression approach," Economic Modelling, Elsevier, vol. 49(C), pages 186-197.
- repec:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0566-9 is not listed on IDEAS
- repec:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0599-8 is not listed on IDEAS
- Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
- Yang, Jing & Yang, Hu, 2016. "A robust penalized estimation for identification in semiparametric additive models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 268-277.
- Lian, Heng & Meng, Jie & Fan, Zengyan, 2015. "Simultaneous estimation of linear conditional quantiles with penalized splines," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 1-21.
- Lian, Heng, 2015. "Quantile regression for dynamic partially linear varying coefficient time series models," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 49-66.
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