Quantile regression for single-index models
19 Sep 2012 single index models. • general nonparametric regression models. • semiparametric/nonparametric quantile regression models. The first four 23 Jun 2016 In terms of statistical development, a number of variations of the QR model were proposed in the literature, such as the single-index QR (Wu et al. Step 1. Given , obtain by solving a series of the following with the bandwidth chosen optimally. Step 2. Given , obtain by solving with evaluated at and from step 1. Step 3. Repeat Steps 1 and 2 until convergence. 4 . Quantile regression under linearity condition. 5 . Numerical studies. 6 . Single-index quantile regression ☆ 1. Introduction. In this paper, we introduce single-index quantile regression for nonparametric 2. The model and estimation. For our single-index quantile regression model (1), 3. Large sample properties. This section aims to derive the distribution theory
paper focuses on a single-index model for the conditional quantile. We propose an adaptive estimation procedure and an iterative algorithm which, under mild
Key Words: Copula model; Optimal transformation; Rank correlation; Cholesky effect using the single-index quantile regression or semiparametric quantile. Threshold regression models are useful for identifying subgroups with consider a more flexible single-index threshold model in the quantile regression setup, In this dissertation, we consider partially linear single-index models for quantile regression. This set of semi-parametric models allow some of covariates in linear the expectile regression of single-index models in Chapter 3. With the asymmetric L1 norm, the quantile regression provides various quantile curves to broadly. 1 Aug 2019 1501--1512 Kwok-Wah Ho A matching prior for extreme quantile Qihua Wang Estimation of single index model with missing response at random . Zhang Sparse estimation and inference for censored median regression . single-index model embeds the first order linear heteroskedastic model Quantile regression (Koenker and Bassett, 1978) allows one to study how an. Asymptotic normality of conditional distribution estimation in the single index model. Diaa Eddine Hamdaouidiaa-eddine@hotmail.fr , Amina Angelika
in the parametric part of the model. can also be used to estimate the direction of the. parameter vector in semiparametric single index models popular in
Single-index quantile regression ☆ 1. Introduction. In this paper, we introduce single-index quantile regression for nonparametric 2. The model and estimation. For our single-index quantile regression model (1), 3. Large sample properties. This section aims to derive the distribution theory Inference for single-index quantile regression models with profile optimization Ma, Shujie and He, Xuming, The Annals of Statistics, 2016 Partially linear additive quantile regression in ultra-high dimension Sherwood, Ben and Wang, Lan, The Annals of Statistics, 2016
Request PDF | A single-index quantile regression model and its estimation | Models with single-index structures are among the many existing popular
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. We consider a single-index quantile regression model for longitudinal data. Based on generalized estimating equations, an estimation procedure is proposed by taking into account the correlation Downloadable (with restrictions)! 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.
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.
In this dissertation, we consider partially linear single-index models for quantile regression. This set of semi-parametric models allow some of covariates in linear the expectile regression of single-index models in Chapter 3. With the asymmetric L1 norm, the quantile regression provides various quantile curves to broadly. 1 Aug 2019 1501--1512 Kwok-Wah Ho A matching prior for extreme quantile Qihua Wang Estimation of single index model with missing response at random . Zhang Sparse estimation and inference for censored median regression . single-index model embeds the first order linear heteroskedastic model Quantile regression (Koenker and Bassett, 1978) allows one to study how an. Asymptotic normality of conditional distribution estimation in the single index model. Diaa Eddine Hamdaouidiaa-eddine@hotmail.fr , Amina Angelika
This paper is concerned with quantile regression for single-index-coefficient regression models. A practical algorithm and the asymptotic properties of the Volume 44, Number 3 (2016), 1234-1268. Inference for single-index quantile regression models with profile optimization. Shujie Ma and Xuming He 13 Jan 2020 It is known that functional single-index regression models can achieve better prediction accuracy than functional linear models or fully 28 Oct 2019 PDF | Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we Request PDF | A single-index quantile regression model and its estimation | Models with single-index structures are among the many existing popular A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION - Volume 28 Issue 4 - Efang Kong, Yingcun Xia. We describe the profile approach to quantile regression estimation in a single- index model in Section 2, and its pe- nalized version for variable selection in Section