Inference for single-index quantile regression models with profile optimization
نویسندگان
چکیده
منابع مشابه
Inference for Single-index Quantile Regression Models with Profile Optimization by Shujie Ma
Single index models offer greater flexibility in data analysis than linear models but retain some of the desirable properties such as the interpretability of the coefficients. We consider a pseudo-profile likelihood approach to estimation and testing for single-index quantile regression models. We establish the asymptotic normality of the index coefficient estimator as well as the optimal conve...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2016
ISSN: 0090-5364
DOI: 10.1214/15-aos1404