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• W3100942525 abstract "Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the conditional quantiles received particular attention, due to its model flexibility. However, nonparametric QR techniques are limited in the number of covariates. Dimension reduction offers a solution to this problem by considering low-dimensional smoothing without specifying any parametric or nonparametric regression relation. Existing dimension reduction techniques focus on the entire conditional distribution. We, on the other hand, turn our attention to dimension reduction techniques for conditional quantiles and introduce a new method for reducing the dimension of the predictor X. The novelty of this paper is threefold. We start by considering a single index quantile regression model, which assumes that the conditional quantile depends on X through a single linear combination of the predictors, then extend to a multi index quantile regression model, and finally, generalize the proposed methodology to any statistical functional of the conditional distribution. The performance of the methodology is demonstrated through simulation examples and a real data application. Our results suggest that this method has a good finite sample performance and often outperforms existing methods." @default.
• W3100942525 created "2020-11-23" @default.
• W3100942525 creator A5062646928 @default.
• W3100942525 date "2019-12-18" @default.
• W3100942525 modified "2023-09-27" @default.
• W3100942525 title "Central quantile subspace" @default.
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• W3100942525 doi "https://doi.org/10.1007/s11222-019-09915-8" @default.
• W3100942525 hasPublicationYear "2019" @default.
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