南方科技大学知识苑(SUSTech KC): Estimation and testing for time-varying quantile single-index models with longitudinal data

题名	Estimation and testing for time-varying quantile single-index models with longitudinal data
作者	Li, Jianbo 1; Lian, Heng 2; Jiang, Xuejun3 ; Song, Xinyuan 4
通讯作者	Lian, Heng
发表日期	2018-02
DOI	10.1016/j.csda.2017.08.011
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS 影响因子和分区
ISSN	0167-9473
EISSN	1872-7352
卷号	118页码:66-83
摘要	Regarding semiparametric quantile regression, the existing literature is largely focused on independent observations. A time-varying quantile single-index model suitable for complex data is proposed, in which the responses and covariates are longitudinal/functional, with measurements taken at discrete time points. A statistic for testing whether the time effect is significant is developed. The proposed methodology is illustrated using Monte Carlo simulation and empirical data analysis. (C) 2017 Elsevier B.V. All rights reserved.
关键词	Asymptotic normality B-splines Check loss minimization Single-index models Quantile regression
相关链接	[来源记录]
收录类别	SCI ; EI ; SSCI
语种	英语
学校署名	其他
资助项目	GRF grants from the Research Grant Council of HKSAR[14601115]
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000415395000006
出版者	ELSEVIER SCIENCE BV
EI入藏号	20174004240710
EI主题词	Intelligent systems
EI分类号	Artificial Intelligence:723.4 ; Mathematical Statistics:922.2
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计	被引频次[WOS]：7
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/28112
专题	南方科技大学理学院_统计与数据科学系
作者单位	1.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou, Peoples R China 2.City Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China 3.South Univ Sci & Technol, Shenzhen, Peoples R China 4.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Li, Jianbo,Lian, Heng,Jiang, Xuejun,et al. Estimation and testing for time-varying quantile single-index models with longitudinal data[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2018,118:66-83.
APA	Li, Jianbo,Lian, Heng,Jiang, Xuejun,&Song, Xinyuan.(2018).Estimation and testing for time-varying quantile single-index models with longitudinal data.COMPUTATIONAL STATISTICS & DATA ANALYSIS,118,66-83.
MLA	Li, Jianbo,et al."Estimation and testing for time-varying quantile single-index models with longitudinal data".COMPUTATIONAL STATISTICS & DATA ANALYSIS 118(2018):66-83.

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