Forward variable selection for ultra-high dimensional quantile regression models

DOI10.1007/s10463-022-00849-zOpenAlexW3212645967MaRDI QIDQ6046050

Toshio Honda, Chien-Tong Lin

Publication date: 15 May 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-022-00849-z

zbMATH Keywords

stopping rulesparsityforward procedurescreening consistencycheck function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Quantile forward regression for high-dimensional survival data

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