Semiparametric distributed lag quantile regression for modeling time‐dependent exposure mixtures
Author
Abstract
Suggested Citation
DOI: 10.1111/biom.13702
Download full text from publisher
References listed on IDEAS
- Joshua Warren & Montserrat Fuentes & Amy Herring & Peter Langlois, 2012. "Spatial-Temporal Modeling of the Association between Air Pollution Exposure and Preterm Birth: Identifying Critical Windows of Exposure," Biometrics, The International Biometric Society, vol. 68(4), pages 1157-1167, December.
- Wu, Tracy Z. & Yu, Keming & Yu, Yan, 2010. "Single-index quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1607-1621, August.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Antonio Gasparrini & Fabian Scheipl & Ben Armstrong & Michael G. Kenward, 2017. "A penalized framework for distributed lag non-linear models," Biometrics, The International Biometric Society, vol. 73(3), pages 938-948, September.
- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013.
"Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
- Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2009. "Quantile autoregressive distributed lag model with an application to house price returns," Working Papers 09/04, Department of Economics, City University London.
- L. J. Welty & R. D. Peng & S. L. Zeger & F. Dominici, 2009. "Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality," Biometrics, The International Biometric Society, vol. 65(1), pages 282-291, March.
- Eun Ryung Lee & Hohsuk Noh & Byeong U. Park, 2014. "Model Selection via Bayesian Information Criterion for Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 216-229, March.
- Shujie Ma, 2016. "Estimation and inference in functional single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 181-208, February.
- Rahim Alhamzawi, 2015. "Model selection in quantile regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 445-458, February.
- Yin‐Hsiu Chen & Bhramar Mukherjee & Veronica J. Berrocal, 2019. "Distributed lag interaction models with two pollutants," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(1), pages 79-97, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Daniel Mork & Ander Wilson, 2023. "Estimating perinatal critical windows of susceptibility to environmental mixtures via structured Bayesian regression tree pairs," Biometrics, The International Biometric Society, vol. 79(1), pages 449-461, March.
- Xu, Qifa & Niu, Xufeng & Jiang, Cuixia & Huang, Xue, 2015. "The Phillips curve in the US: A nonlinear quantile regression approach," Economic Modelling, Elsevier, vol. 49(C), pages 186-197.
- Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
- Bucher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid, 2014. "Single-index quantile regression models for censored data," LIDAM Discussion Papers ISBA 2014001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Eliana Christou & Michael G. Akritas, 2019. "Single index quantile regression for censored data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 655-678, December.
- Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje, 2017. "Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R," Romanian Statistical Review, Romanian Statistical Review, vol. 65(4), pages 99-110, December.
- Giovanni Bonaccolto, 2021. "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, vol. 18(3), pages 355-383, July.
- Weihua Zhao & Riquan Zhang & Yazhao Lv & Jicai Liu, 2017. "Quantile regression and variable selection of single-index coefficient model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(4), pages 761-789, August.
- Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
- Yang, Hu & Yang, Jing, 2014. "A robust and efficient estimation and variable selection method for partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 227-242.
- Jianqing Fan & Lingzhou Xue & Hui Zou, 2016. "Multitask Quantile Regression Under the Transnormal Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1726-1735, October.
- Christou, Eliana & Akritas, Michael G., 2016. "Single index quantile regression for heteroscedastic data," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 169-182.
- Qifa Xu & Chao Cai & Cuixia Jiang & Fang Sun & Xue Huang, 2020. "Block average quantile regression for massive dataset," Statistical Papers, Springer, vol. 61(1), pages 141-165, February.
- Guodong Li & Yang Li & Chih-Ling Tsai, 2015. "Quantile Correlations and Quantile Autoregressive Modeling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 246-261, March.
- Yang, Jing & Tian, Guoliang & Lu, Fang & Lu, Xuewen, 2020. "Single-index modal regression via outer product gradients," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
- Joshua L. Warren & Thomas J. Luben & Howard H. Chang, 2020. "A spatially varying distributed lag model with application to an air pollution and term low birth weight study," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(3), pages 681-696, June.
- Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Rahim Alhamzawi, 2016. "Bayesian Analysis of Composite Quantile Regression," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 8(2), pages 358-373, October.
- Luke B. Smith & Brian J. Reich & Amy H. Herring & Peter H. Langlois & Montserrat Fuentes, 2015. "Multilevel quantile function modeling with application to birth outcomes," Biometrics, The International Biometric Society, vol. 71(2), pages 508-519, June.
- Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:79:y:2023:i:3:p:2619-2632. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.