ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION

Taha Alshaybawee; Fadel Hamid Hadi Alhusseini; Asaad Naser Hussein Mzedawee

ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION

Abstract

We propose a novel boosted estimation method for single-index quantile regression (SIQR) that combines the robustness of quantile regression with the flexibility of gradient boosting. By modeling the conditional quantile through a single linear index and a nonlinear link function, our method achieves effective dimension reduction while capturing complex relationships in the data. The procedure iteratively updates the index direction and fits base learners such as splines or regression trees to the pseudoresiduals from the quantile loss. This approach avoids multivariate smoothing, handles non-Gaussian errors, and adapts well to nonlinear structures. We establish theoretical guarantees, including consistency and optimal convergence rates under standard conditions. Extensive simulation studies and a real-data application demonstrate that the proposed method outperforms existing SIQR approaches in terms of accuracy and robustness.

Keywords

References

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Details

Primary Language

English

Subjects

Applied Statistics, Statistics (Other)

Journal Section

Research Article

Authors

Taha Alshaybawee ^* This is me
Iraq

Fadel Hamid Hadi Alhusseini This is me
Iraq

Asaad Naser Hussein Mzedawee This is me
Iraq

Publication Date

October 1, 2025

Submission Date

May 3, 2024

Acceptance Date

August 21, 2025

Published in Issue

Year 2025 Volume: 15 Number: 10

IZ

https://izlik.org/JA49BT79UT

Cite

RIS / Bibtex

APA

Alshaybawee, T., Alhusseini, F. H. H., & Mzedawee, A. N. H. (2025). ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION. TWMS Journal of Applied and Engineering Mathematics, 15(10), 2567-2583. https://izlik.org/JA49BT79UT

AMA

1.Alshaybawee T, Alhusseini FHH, Mzedawee ANH. ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION. JAEM. 2025;15(10):2567-2583. https://izlik.org/JA49BT79UT

Chicago

Alshaybawee, Taha, Fadel Hamid Hadi Alhusseini, and Asaad Naser Hussein Mzedawee. 2025. “ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION”. TWMS Journal of Applied and Engineering Mathematics 15 (10): 2567-83. https://izlik.org/JA49BT79UT.

EndNote

Alshaybawee T, Alhusseini FHH, Mzedawee ANH (October 1, 2025) ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION. TWMS Journal of Applied and Engineering Mathematics 15 10 2567–2583.

IEEE

[1]T. Alshaybawee, F. H. H. Alhusseini, and A. N. H. Mzedawee, “ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION”, JAEM, vol. 15, no. 10, pp. 2567–2583, Oct. 2025, [Online]. Available: https://izlik.org/JA49BT79UT

ISNAD

Alshaybawee, Taha - Alhusseini, Fadel Hamid Hadi - Mzedawee, Asaad Naser Hussein. “ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION”. TWMS Journal of Applied and Engineering Mathematics 15/10 (October 1, 2025): 2567-2583. https://izlik.org/JA49BT79UT.

JAMA

1.Alshaybawee T, Alhusseini FHH, Mzedawee ANH. ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION. JAEM. 2025;15:2567–2583.

MLA

Alshaybawee, Taha, et al. “ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION”. TWMS Journal of Applied and Engineering Mathematics, vol. 15, no. 10, Oct. 2025, pp. 2567-83, https://izlik.org/JA49BT79UT.

Vancouver

1.Taha Alshaybawee, Fadel Hamid Hadi Alhusseini, Asaad Naser Hussein Mzedawee. ADAPTIVE BOOSTED ESTIMATION FOR SINGLE-INDEX QUANTILE REGRESSION. JAEM [Internet]. 2025 Oct. 1;15(10):2567-83. Available from: https://izlik.org/JA49BT79UT