@article{JMLR:v21:19-173,
  author  = {Yuankun Zhang and Heng Lian and Yan Yu},
  title   = {Ultra-High Dimensional Single-Index Quantile Regression},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {224},
  pages   = {1--25},
  url     = {http://jmlr.org/papers/v21/19-173.html}
}