Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549298 | Statistics & Probability Letters | 2016 | 17 Pages |
Abstract
This paper is concerned with quantile regression for single-index-coefficient regression models. A practical algorithm and the asymptotic properties of the proposed estimators are established. The performance of the proposed method is investigated through simulation studies and a real data example.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rong Jiang, Wei-Min Qian,