Pages that link to "Item:Q2429925"
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The following pages link to \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925):
Displayed 50 items.
- Sparsity considerations for dependent variables (Q1952207) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces (Q1979424) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Elastic net penalized quantile regression model (Q2020507) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection (Q2056283) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- Sparse regression for extreme values (Q2074318) (← links)
- Convergence rates of support vector machines regression for functional data (Q2074933) (← links)
- Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space (Q2076148) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- An efficient algorithm for structured sparse quantile regression (Q2259790) (← links)
- Group identification and variable selection in quantile regression (Q2272869) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Quantile regression under memory constraint (Q2284373) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Editorial: Quantile regression (Q2330743) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Regularized partially functional quantile regression (Q2400814) (← links)
- Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
- Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)