Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression |
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Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (English)
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13 December 2017
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high dimensionality
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model selection
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oracle property
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SCAD
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varying coefficient model
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weighted composite quantile regression
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