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Quantile regression for single-index-coefficient regression models
2016
Statistics and Probability Letters
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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.
doi:10.1016/j.spl.2015.09.022
fatcat:536huvl4nbb6jo2a526gvm2eru