Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Run-Ze Li / rank
Normal rank
 
Property / author
 
Property / author: Run-Ze Li / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2137620021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(\ell_1\)-penalized quantile regression in high-dimensional sparse models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: Enhancing sparsity by reweighted \(\ell _{1}\) minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonconcave Penalized Likelihood With NP-Dimensionality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonconcave penalized likelihood with a diverging number of parameters. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On parameters of increasing dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothly Clipped Absolute Deviation on High Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward Regression for Ultra-High Dimensional Variable Screening / rank
 
Normal rank
Property / cites work
 
Property / cites work: On M-processes and M-estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearly unbiased variable selection under minimax concave penalty / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-step sparse estimates in nonconcave penalized likelihood models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composite quantile regression and the oracle model selection theory / rank
 
Normal rank

Latest revision as of 09:57, 6 July 2024

scientific article; zbMATH DE number 6156515
Language Label Description Also known as
English
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
scientific article; zbMATH DE number 6156515

    Statements

    Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (English)
    0 references
    0 references
    0 references
    0 references
    22 April 2013
    0 references
    penalized quantile regression
    0 references
    SCAD
    0 references
    sparsity
    0 references
    ultra-high-dimensional data
    0 references
    0 references

    Identifiers