Estimation and testing for time-varying quantile single-index models with longitudinal data

Jianbo Li; Heng Lian; Xuejun Jiang; Xinyuan Song

doi:10.1016/j.csda.2017.08.011

Author(s)

Jianbo Li
Heng Lian
Xuejun Jiang
Xinyuan Song

Related Research Unit(s)

Department of Mathematics

Detail(s)

Original language	English
Pages (from-to)	66-83
Journal / Publication	Computational Statistics and Data Analysis
Volume	118
Online published	18 Sept 2017
Publication status	Published - Feb 2018

Link(s)

DOI	DOI https://doi.org/10.1016/j.csda.2017.08.011 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-85030330072&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(d353304d-b812-49cd-83e7-7677090d4071).html

Abstract

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.

Research Area(s)

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

Citation Format(s)

[ RIS ] [ BibTeX ]

Estimation and testing for time-varying quantile single-index models with longitudinal data. / Li, Jianbo; Lian, Heng; Jiang, Xuejun et al.
In: Computational Statistics and Data Analysis, Vol. 118, 02.2018, p. 66-83.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Li, J, Lian, H, Jiang, X & Song, X 2018, 'Estimation and testing for time-varying quantile single-index models with longitudinal data', Computational Statistics and Data Analysis, vol. 118, pp. 66-83. https://doi.org/10.1016/j.csda.2017.08.011

Li, J., Lian, H., Jiang, X., & Song, X. (2018). Estimation and testing for time-varying quantile single-index models with longitudinal data. Computational Statistics and Data Analysis, 118, 66-83. https://doi.org/10.1016/j.csda.2017.08.011

Li J, Lian H, Jiang X, Song X. Estimation and testing for time-varying quantile single-index models with longitudinal data. Computational Statistics and Data Analysis. 2018 Feb;118:66-83. Epub 2017 Sept 18. doi: 10.1016/j.csda.2017.08.011

Li, Jianbo ; Lian, Heng ; Jiang, Xuejun et al. / Estimation and testing for time-varying quantile single-index models with longitudinal data. In: Computational Statistics and Data Analysis. 2018 ; Vol. 118. pp. 66-83.