Principal single-index varying-coefficient models for dimension reduction in quantile regression

A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

(2018) Weihua Zhao et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Quantile index coefficient model with variable selection

(2017) Weihua Zhao et al.   JOURNAL OF MULTIVARIATE ANALYSIS

GEE analysis for longitudinal single-index quantile regression

(2017) Weihua Zhao et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates

(2014) Li Wang et al.   ANNALS OF STATISTICS

Reduced rank regression via adaptive nuclear norm penalization

(2013) K. Chen et al.   BIOMETRIKA

Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

(2013) Patrick Breheny et al.   STATISTICS AND COMPUTING

Empirical likelihood for single-index varying-coefficient models

(2012) Liugen Xue et al.   BERNOULLI

Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

(2012) Lisha Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On a Principal Varying Coefficient Model

(2012) Qian Jiang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Optimal selection of reduced rank estimators of high-dimensional matrices

(2011) Florentina Bunea et al.   ANNALS OF STATISTICS

Estimation and variable selection for generalized additive partial linear models

(2011) Li Wang et al.   ANNALS OF STATISTICS

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

(2011) Zongwu Cai et al.   JOURNAL OF ECONOMETRICS

Reduced rank stochastic regression with a sparse singular value decomposition

(2011) Kun Chen et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Variable selection and estimation in high-dimensional varying-coefficient models

(2011) Fengrong Wei et al.   STATISTICA SINICA

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Quantile regression in partially linear varying coefficient models

(2009) Huixia Judy Wang et al.   ANNALS OF STATISTICS

Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models

(2009) Zongwu Cai et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements

(2009) Lifeng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Shrinkage Estimation of the Varying Coefficient Model

(2009) Hansheng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION