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李建波:Estimation and testing for time-varying quantile single-index

發布者:孫傳紅發布時間:2019-04-11浏覽次數:10

論文題目:Estimation and testing for time-varying quantile single-index models with longitudinal data

論文作者:李建波

作者單位:數學與統計學院

發表刊物:《Computational Statistics & Data AnalysisVolume118,February 2018, Pages 66-83

刊物類別:SSCI

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.