Regularized quantile regression and robust feature screening for single index models

Business & Economics

• Quantile Regression 100%
• Index Model 67%
• Covariates 54%
• Screening 52%
• Estimator 12%
• Monte Carlo Simulation 12%
• Sample Size 10%
• Model Misspecification 9%
• Conditional Distribution 9%
• Extreme Values 9%
• Dimensionality 8%
• Finite Sample 8%
• Quantile 7%
• Performance 5%
• Empirical Analysis 5%

Mathematics

• Single-index Model 71%
• Screening 59%
• Covariates 45%
• Penalized Regression 41%
• Independence 20%
• Empirical Analysis 10%
• Oracle Property 9%
• Reduced Model 9%
• Model Misspecification 9%
• Performance 9%
• Consistent Estimator 8%
• Extreme Values 8%
• Conditional Distribution 7%
• Dimensionality 7%
• Quantile 7%
• Computational Complexity 7%
• Monte Carlo Simulation 6%
• Complement 5%
• Sample Size 5%
• Methodology 5%
• Observation 5%