Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization

DOI10.1016/J.CSDA.2011.01.026zbMath1243.62049OpenAlexW1993737443MaRDI QIDQ433240

Sungwan Bang, Myoungshic Jhun Jhun

Publication date: 13 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.026

zbMATH Keywords

tableslinear programming

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear programming (90C05)

Related Items (9)

Functional Linear Regression Analysis Based on Partial Least Squares and Its Application ⋮ Simultaneous estimation for non-crossing multiple quantile regression with right censored data ⋮ Bayesian model selection in ordinal quantile regression ⋮ Robust shrinkage estimation and selection for functional multiple linear model through LAD loss ⋮ P-splines quantile regression estimation in varying coefficient models ⋮ Bayesian variable selection and estimation in maximum entropy quantile regression ⋮ Adaptive sup-norm regularized simultaneous multiple quantiles regression ⋮ Multiple smoothing parameters selection in additive regression quantiles ⋮ Hierarchically penalized quantile regression

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