Variable selection in high-dimensional quantile varying coefficient models (Q391871): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Extended Bayesian information criteria for model selection with large model spaces
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+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Hedonic housing prices and the demand for clean air
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+Q4272837
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+Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup>
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+Variable selection in nonparametric additive models
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Regression Quantiles
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Q3895980
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+A unified variable selection approach for varying coefficient models
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Shrinkage Estimation of the Varying Coefficient Model
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+Quantile regression in partially linear varying coefficient models
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+Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
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+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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+Variable selection and estimation in high-dimensional varying-coefficient models
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The Adaptive Lasso and Its Oracle Properties
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