Eliana Christou

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Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. Linear and nonlinear QR models have been studied extensively, while recent research focuses on the single index quantile regression (SIQR) model. Compared to the single index mean regression problem, the fitting and the asymptotic theory of the(More)
Quantile regression (QR) has become a popular method of data analysis, especially when the error term is heteroscedastic, due to its relevance in many scientific studies. The ubiquity of high dimensional data has led to a number of variable selection methods for linear/nonlinear QR models and, recently, for the single index quantile regression (SIQR) model.(More)
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