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作者:

Yue, Lili (Yue, Lili.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Lian, Heng (Lian, Heng.)

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SSCI Scopus SCIE

摘要:

In this paper, we consider the estimation problem of quantile varying-coefficient models when the link function is unspecified, which significantly expands the existing works on varying-coefficient models with unspecified link function focusing only on mean regression. We provide new identification conditions which are weaker than existing ones. Under these identification conditions, we use polynomial splines to estimate both the varying coefficients and the link functions and establish the convergence rate of the estimator. Our simulation studies and a real data application illustrate the finite sample performance of the estimators.

关键词:

Asymptotic property B-splines Check loss minimization Quantile regression Single-index models

作者机构:

  • [ 1 ] [Yue, Lili]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 3 ] [Lian, Heng]City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

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来源 :

TEST

ISSN: 1133-0686

年份: 2019

期: 4

卷: 28

页码: 1251-1275

1 . 3 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:25

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 4

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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