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SEMIPARAMETRIC QUANTILE REGRESSION WITH HIGH-DIMENSIONAL COVARIATES

This paper is concerned with quantile regression for a semiparametric regression model, in which both the conditional mean and conditional variance function of the response given the covariates admit a single-index structure. This semiparametric regression model enables us to reduce the dimension of...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Zhu, Liping, Huang, Mian, Li, Runze
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2012
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC3910001/
https://ncbi.nlm.nih.gov/pubmed/24501536
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2010.199
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