References
- Koenker R, Bassett Jr G. Regression quantiles. Econometrica. 1978;1:33–50. doi: 10.2307/1913643
- Zou H, Yuan M. Composite quantile regression and the oracle model selection theory. Ann Stat. 2008;36:1108–1126. doi: 10.1214/07-AOS507
- Kai B, Li R, Zou H. Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression. J R Statist Soc: Ser B (Statist Methodol). 2010;72:49–69. doi: 10.1111/j.1467-9868.2009.00725.x
- Kai B, Li R, Zou H. New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models. Ann Stat. 2011;39:305–332. doi: 10.1214/10-AOS842
- Jiang X, Jiang J, Song X. Oracle model selection for nonlinear models based on weighted composite quantile regression. Statist Sin. 2012;22:1479–1506.
- Koenker R. A note on L-estimates for linear models. Stat Probab Lett. 1984;2:323–325. doi: 10.1016/0167-7152(84)90040-3