Pages that link to "Item:Q4916453"
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The following pages link to Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453):
Displaying 50 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Iterative reweighted methods for \(\ell _1-\ell _p\) minimization (Q1753073) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
- Quantile regression for functional partially linear model in ultra-high dimensions (Q1799822) (← links)
- A novel convex clustering method for high-dimensional data using semiproximal ADMM (Q2004149) (← links)
- Elastic net penalized quantile regression model (Q2020507) (← links)
- Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Handling multicollinearity in quantile regression through the use of principal component regression (Q2168550) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Group identification and variable selection in quantile regression (Q2272869) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Quantile regression under memory constraint (Q2284373) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Regularized partially functional quantile regression (Q2400814) (← links)
- A unified penalized method for sparse additive quantile models: an RKHS approach (Q2409400) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)