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Quantile regression for single-index-coefficient regression models.

Authors :
Jiang, Rong
Qian, Wei-Min
Source :
Statistics & Probability Letters. Mar2016, Vol. 110, p305-317. 13p.
Publication Year :
2016

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*QUANTILE regression
*ESTIMATION theory
*DATA analysis
*ADAPTIVE computing systems
*STATISTICAL models

Details

Language :
English
ISSN :
01677152
Volume :
110
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
113868106
Full Text :
https://doi.org/10.1016/j.spl.2015.09.022
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