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Articles: Computational Statistics Pot Pourri

Interquantile Shrinkage in Regression Models

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Pages 970-986 | Received 01 Jan 2012, Published online: 21 Oct 2013

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Eduard Belitser, Paulo Serra & Alexandra Vegelien. (2023) Robust oracle estimation and uncertainty quantification for possibly sparse quantiles. Journal of Nonparametric Statistics 0:0, pages 1-18.
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Xiaohui Yuan, Xinran Zhang, Wei Guo & Qian Hu. (2023) An adapted loss function for composite quantile regression with censored data. Computational Statistics.
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Chuang Wan, Wei Zhong & Ying Fang. (2023) Composite Quantile Estimation for Kink Model with Longitudinal Data. Acta Mathematica Sinica, English Series 39:3, pages 412-438.
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Jiawei Hou & Yunquan Song. (2022) Interquantile shrinkage in spatial additive autoregressive models. TEST 31:4, pages 1030-1057.
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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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Yinfeng Wang & Xinsheng Zhang. (2021) Variable selection via quantile regression with the process of Ornstein-Uhlenbeck type. Science China Mathematics 65:4, pages 827-848.
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Cai Li & Heping Zhang. (2021) Tensor quantile regression with application to association between neuroimages and human intelligence. The Annals of Applied Statistics 15:3.
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Yingying Hu, Huixia Judy Wang, Xuming He & Jianhua Guo. (2020) Bayesian joint-quantile regression. Computational Statistics 36:3, pages 2033-2053.
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Yanlin Tang, Huixia Judy Wang & Hua Liang. (2017) Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits. Scandinavian Journal of Statistics 45:3, pages 444-464.
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Weihua Zhao, Jianbo Li & Heng Lian. (2017) Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach. Annals of the Institute of Statistical Mathematics 70:3, pages 553-582.
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Liwen Zhang, Huixia Judy Wang & Zhongyi Zhu. (2015) Composite change point estimation for bent line quantile regression. Annals of the Institute of Statistical Mathematics 69:1, pages 145-168.
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Qianchuan He, Linglong Kong, Yanhua Wang, Sijian Wang, Timothy A. Chan & Eric Holland. (2016) Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits. Computational Statistics & Data Analysis 95, pages 222-239.
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Yanlin Tang, Yinfeng Wang, Jingru Li & Weimin Qian. (2015) Improving estimation efficiency in quantile regression with longitudinal data. Journal of Statistical Planning and Inference 165, pages 38-55.
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Yanlin Tang & Huixia Judy Wang. (2015) Penalized regression across multiple quantiles under random censoring. Journal of Multivariate Analysis 141, pages 132-146.
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Heng Lian, Jie Meng & Zengyan Fan. (2015) Simultaneous estimation of linear conditional quantiles with penalized splines. Journal of Multivariate Analysis 141, pages 1-21.
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Liewen Jiang, Howard D. Bondell & Huixia Judy Wang. (2014) Interquantile shrinkage and variable selection in quantile regression. Computational Statistics & Data Analysis 69, pages 208-219.
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Chung-Ming Kuan, Christos Michalopoulos & Zhijie Xiao. (2011) The Multiple Quantile Regression on Quantile Ranges Model. SSRN Electronic Journal.
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