A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION

By Efang Kong, Yingcun Xia. Econometric Theory, 2012

106 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b0186912a602b8752779f24117eaae14ae3c96a3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yan Fan
2. Weining Wang
3. Wolfgang Karl Härdle
4. Lixing Zhu
5. Xuming He
6. Shujie Ma
7. Rangan Gupta
8. M. Balcılar

In Statistics and Probability

1. Weining Wang
2. Shujie Ma
3. Xuming He
4. Yan Fan
5. Lixing Zhu
6. Wolfgang Karl Härdle
7. Hua Liang
8. Ying Wei

Citations in the corpus

• Inference for single-index quantile regression models with profile optimization (2016, methodology): “Moreover, Wu, Yu and Yu (2010) proposed a modified version of the MAVE method, and Kong and Xia (2012) refined the algorithm by introducing a penalty term.”
• Single-Index-Based CoVaR With Very High-Dimensional Covariates (2018, background): “Kong and Xia (2007), Wang and Yin (2008), and Zeng, He, and Zhu (2012) focused on variable selection in mean regression for the single-index model.”