Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models (Q5138024)

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scientific article; zbMATH DE number 7281517
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Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
scientific article; zbMATH DE number 7281517

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    Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models (English)
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    3 December 2020
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    quantile regression
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    varying-coefficient independent screening
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    ultra-high dimension
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    heterogeneous data
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    variable selection
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    dimensionality reduction
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