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Journal of the American Statistical Association Volume 113, 2018 - Issue 523
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Theory and Methods

Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

Sokbae LeeDepartment of Economics, Columbia University, New York, NY; Institute for Fiscal Studies, London, United KingdomView further author information
,
Yuan LiaoDepartment of Economics, Rutgers University, New Brunswick, NJView further author information
,
Myung Hwan SeoDepartment of Economics, Seoul National University, Gwanak-gu, Seoul, Republic of KoreaView further author information
&
Youngki ShinEconomics Discipline Group, University of Technology Sydney, Broadway, NSW, Australia;Department of Economics, McMaster University, Hamilton, Ontario, CanadaView further author information
Pages 1184-1194 | Received 27 Feb 2016, Published online: 08 Jun 2018

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Lixiong Yang, Hujie Bai & Mingjian Ren. (2023) Threshold quantile regression neural network. Applied Economics Letters 0:0, pages 1-11.
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Philipp Otto & Rick Steinert. (2023) Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks. Journal of Computational and Graphical Statistics 32:2, pages 696-711.
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Yi Li, Zongyi Hu, Jiaqi Liu & Jingjing Deng. (2022) A note on regression kink model. Communications in Statistics - Theory and Methods 51:23, pages 8246-8263.
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Laura Jula Vanegas, Merle Behr & Axel Munk. (2022) Multiscale Quantile Segmentation. Journal of the American Statistical Association 117:539, pages 1384-1397.
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Xianli Gao & Qiang Liu. (2020) Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data. Communications in Statistics - Theory and Methods 49:19, pages 4712-4736.
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Articles from other publishers (16)

Le-Yu Chen & Sokbae Lee. (2023) Sparse quantile regression. Journal of Econometrics 235:2, pages 2195-2217.
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Carlos Lamarche & Thomas Parker. (2023) Wild bootstrap inference for penalized quantile regression for longitudinal data. Journal of Econometrics 235:2, pages 1799-1826.
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Javier Hidalgo, Heejun Lee, Jungyoon Lee & Myung Hwan Seo. 2023. Essays in Honor of Joon Y. Park: Econometric Theory. Essays in Honor of Joon Y. Park: Econometric Theory 233 259 .
Rui Fan, Ji Hyung Lee & Youngki Shin. (2023) Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach. Journal of Econometrics, pages 105372.
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Lan Wang & Xuming He. (2022) ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH. Econometric Theory, pages 1-45.
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Jong Hee Park & Soichiro Yamauchi. (2022) Change-Point Detection and Regularization in Time Series Cross-Sectional Data Analysis. Political Analysis, pages 1-21.
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Gabriela Ciuperca & Nicolas Dulac. (2022) Multiple Change-Points Estimation in Linear Regression Models via an Adaptive LASSO Expectile Loss Function. Journal of Statistical Theory and Practice 16:3.
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Liwen Zhang, Zhoufan Zhu, Xingdong Feng & Yong He. (2021) Shrinkage quantile regression for panel data with multiple structural breaks. Canadian Journal of Statistics 50:3, pages 820-851.
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Mengjia Yu & Xiaohui Chen. (2022) A robust bootstrap change point test for high-dimensional location parameter. Electronic Journal of Statistics 16:1.
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F. Bosmann, S. Krause-Solberg, J. Maly & N. Sissouno. (2022) Structural Sparsity in Multiple Measurements. IEEE Transactions on Signal Processing 70, pages 280-291.
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I Ya Lvovich, Ya E Lvovich, A P Preobrazhenskiy, Yu P Preobrazhenskiy & O N Choporov. (2020) Modeling and optimization of software components for control of industrial enterprises. Journal of Physics: Conference Series 1679:3, pages 032008.
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I Ya Lvovich, Ya E Lvovich, A P Preobrazhenskiy, Yu P Preobrazhenskiy & O N Choporov. (2020) Models for evaluating the performance of complex information and communication systems. Journal of Physics: Conference Series 1679:2, pages 022099.
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Gabriela Ciuperca & Matúš Maciak. (2020) Change‐point detection in a linear model by adaptive fused quantile method. Scandinavian Journal of Statistics 47:2, pages 425-463.
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I Ya Lvovich, Ya I Lvovich, A P Preobrazhenskiy, Yu P Preobrazhenskiy & O N Choporov. (2020) Analysis of integral characteristics in the IoT system. IOP Conference Series: Materials Science and Engineering 734:1, pages 012020.
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Myung Hwan SeoSueyoul KimYoung-Joo Kim. (2019) Estimation of dynamic panel threshold model using Stata. The Stata Journal: Promoting communications on statistics and Stata 19:3, pages 685-697.
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Pooja Rani & G.S. Mahapatra. (2019) A Single Change Point Hazard Rate Software Reliability Model with Imperfect Debugging. A Single Change Point Hazard Rate Software Reliability Model with Imperfect Debugging.

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